Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals

Robert K. Rayner

Statistics & Probability Letters, 1989, vol. 8, issue 3, 201-206

Abstract: A procedure is developed which uses the bootstrap to invert a general Edgeworth expansion. The method may be used in a multistage modification to improve the normal approximation for a broad class of "Studentized" statistics. Applications include estimation of approximate nonparametric confidence intervals.

Keywords: bootstrap; confidence; interval; Edgeworth; expansion; resampling; method; Studentized; statistic; normal; approximation (search for similar items in EconPapers)
Date: 1989
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