On a linear method in bootstrap confidence intervals
A linear method for the construction of asymptotic bootstrap confidence intervals is proposed. We approximate asymptotically pivotal and non-pivotal quantities, which are smooth functions of means of n independent and identically distributed random variables, by using a sum of n independent smooth f...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2007-10-01
|
| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/386 |
| _version_ | 1819293533529440256 |
|---|---|
| author | Andrea Pallini |
| author_facet | Andrea Pallini |
| author_sort | Andrea Pallini |
| collection | DOAJ |
| description | A linear method for the construction of asymptotic bootstrap confidence intervals is proposed. We approximate asymptotically pivotal and non-pivotal quantities, which are smooth functions of means of n independent and identically distributed random variables, by using a sum of n independent smooth functions of the same analytical form. Errors are of order Op(n-3/2) and Op(n-2), respectively. The linear method allows a straightforward approximation of bootstrap cumulants, by considering the set of n independent smooth functions as an original random sample to be resampled with replacement. |
| first_indexed | 2024-12-24T04:11:56Z |
| format | Article |
| id | doaj.art-29eccddfeda54a52934e07ed263a18d9 |
| institution | Directory Open Access Journal |
| issn | 0390-590X 1973-2201 |
| language | English |
| last_indexed | 2024-12-24T04:11:56Z |
| publishDate | 2007-10-01 |
| publisher | University of Bologna |
| record_format | Article |
| series | Statistica |
| spelling | doaj.art-29eccddfeda54a52934e07ed263a18d92022-12-21T17:16:03ZengUniversity of BolognaStatistica0390-590X1973-22012007-10-0162152510.6092/issn.1973-2201/386377On a linear method in bootstrap confidence intervalsAndrea PalliniA linear method for the construction of asymptotic bootstrap confidence intervals is proposed. We approximate asymptotically pivotal and non-pivotal quantities, which are smooth functions of means of n independent and identically distributed random variables, by using a sum of n independent smooth functions of the same analytical form. Errors are of order Op(n-3/2) and Op(n-2), respectively. The linear method allows a straightforward approximation of bootstrap cumulants, by considering the set of n independent smooth functions as an original random sample to be resampled with replacement.http://rivista-statistica.unibo.it/article/view/386 |
| spellingShingle | Andrea Pallini On a linear method in bootstrap confidence intervals Statistica |
| title | On a linear method in bootstrap confidence intervals |
| title_full | On a linear method in bootstrap confidence intervals |
| title_fullStr | On a linear method in bootstrap confidence intervals |
| title_full_unstemmed | On a linear method in bootstrap confidence intervals |
| title_short | On a linear method in bootstrap confidence intervals |
| title_sort | on a linear method in bootstrap confidence intervals |
| url | http://rivista-statistica.unibo.it/article/view/386 |
| work_keys_str_mv | AT andreapallini onalinearmethodinbootstrapconfidenceintervals |