Beran, Rudolf
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Abstract
This essay is organized around the theoretical and computationalproblem of constructing bootstrap confidence sets, with forays into relatedtopics. The seven section headings are: Introduction; The Bootstrap World;Bootstrap Confidence Sets; Computing Bootstrap Confidence Sets; Quality ofBootstrap Confidence Sets; Iterated and Two-step Boostrap; Further Resources.
| Document type: | Working paper |
|---|---|
| Place of Publication: | Heidelberg |
| Date Deposited: | 08 Jul 2016 09:57 |
| Date: | 1994 |
| Number of Pages: | 16 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 510 Mathematics |
| Uncontrolled Keywords: | Coverage probability; iterated bootstrap; two-step bootstrap; Monte Carlo; high-dimensional parameter |
| Series: | Beiträge zur Statistik > Reports |
| Additional Information: | Veröffentlicht in: "Computational Statistics" Papers collected on the Occasionof the 25th Conference on Statistical Computing at Schloss Reisensburg.(Edited by P.Dirschedl & R.Ostermann for the Working Groups ...)Heidelberg, Physica, 1994, ISBN 3-7908-0813-x, S. 143-157. |
