A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Raffaella Giacomini (), Dimitris N. Politis and Halbert White
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Dimitris N. Politis: Institute for Fiscal Studies

No CWP11/12, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions.

Date: 2012-05-31
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Related works:
Journal Article: A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (2013)
Working Paper: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (2012)
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