Double-bootstrap methods that use a single double-bootstrap simulation
Statistics Theory
2015-11-12 v1 Statistics Theory
Abstract
We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can be particularly effective. In particular, they produce third-order accuracy for much less computational expense than is required by conventional double-bootstrap methods. However, this improved level of performance is not available for the single double-bootstrap methods that have been suggested to construct confidence intervals or distribution estimators.
Cite
@article{arxiv.1408.6327,
title = {Double-bootstrap methods that use a single double-bootstrap simulation},
author = {Jinyuan Chang and Peter Hall},
journal= {arXiv preprint arXiv:1408.6327},
year = {2015}
}