On a linear method in bootstrap confidence intervals

Authors

  • Andrea Pallini Alma Mater Studiorum - Università di Bologna

DOI:

https://doi.org/10.6092/issn.1973-2201/386

Abstract

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.

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Published

2007-10-22

How to Cite

Pallini, A. (2002). On a linear method in bootstrap confidence intervals. Statistica, 62(1), 5–25. https://doi.org/10.6092/issn.1973-2201/386

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Articles