Double-bootstrap methods that use a single double-bootstrap simulation

Jinyuan Chang and Peter Hall

Biometrika, 2015, vol. 102, issue 1, 203-214

Abstract: We show that, when the double bootstrap is used to improve performance of bootstrap methods for bias correction, techniques based on using a single double-bootstrap sample for each single-bootstrap sample can produce third-order accuracy for much less computational expense than is required by conventional double-bootstrap methods. However, this improved level of performance is not available for the single double-bootstrap methods that have been suggested to construct confidence intervals or distribution estimators.

Date: 2015
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