Hall, Peter Theoretical comparison of bootstrap confidence intervals. (English) Zbl 0663.62046 Ann. Stat. 16, No. 3, 927-953 (1988). 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 Cited in 1 ReviewCited in 190 Documents MSC: 62F25 Parametric tolerance and confidence regions 62G15 Nonparametric tolerance and confidence regions 62E20 Asymptotic distribution theory in statistics Keywords:unified framework; bootstrap critical points; departures from normality; accelerated bias-correction; coverage; acceleration constant; interval length; percentile-method; quantile; shortest confidence interval; bootstrap methods; Edgeworth expansion PDFBibTeX XMLCite \textit{P. Hall}, Ann. Stat. 16, No. 3, 927--953 (1988; Zbl 0663.62046) Full Text: DOI