Bootstrapping the mean of a symmetric population

Ricardo Cao and JoséManuel Prada-Sánchez

Statistics & Probability Letters, 1993, vol. 17, issue 1, 43-48

Abstract: Using Edgeworth expansions we compare the rates of convergence of the normal approximation and two bootstrap approaches for the sample mean of a symmetric population. In a simulation study we see how bad is the Monte Carlo approximation when bootstrapping the Edgeworth expansions.

Keywords: Bootstrap; method; Edgeworth; expansions; symmetrized; bootstrap (search for similar items in EconPapers)
Date: 1993
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