×

Theoretical comparison of bootstrap confidence intervals. (English) Zbl 0663.62046

The author surveys different bootstrap methods for constructing confidence intervals for a parameter of interest, say \(\theta\). The comparison is made under the assumption that the estimator \({\hat \theta}\) admits an Edgeworth expansion, both in the studentized and non- studentized case.
Reviewer: W.Stute

MSC:

62F25 Parametric tolerance and confidence regions
62G15 Nonparametric tolerance and confidence regions
62E20 Asymptotic distribution theory in statistics
PDF BibTeX XML Cite
Full Text: DOI