On the Double Bootstrap

Michael A. Martin
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Michael A. Martin: Stanford University, Department of Statistics

A chapter in Computing Science and Statistics, 1992, pp 73-78 from Springer

Abstract: Abstract We present a discussion of iterated bootstrap procedures for the problems of bias reduction in point estimation and the reduction of coverage error in confidence intervals. In the case of coverage correction in confidence intervals, bootstrap iteration is directed at obtaining intervals with high coverage accuracy. We consider several other properties of these intervals and assess some of the practical advantages and disadvantages of the double bootstrap technique.

Keywords: Bootstrap Estimate; Bootstrap Confidence Interval; Edgeworth Expansion; Coverage Accuracy; Bias Reduction (search for similar items in EconPapers)
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2856-1_9

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DOI: 10.1007/978-1-4612-2856-1_9

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