ON BOOTSTRAP RESAMPLING AND ITERATION
成果类型:
Article
署名作者:
HALL, P; MARTIN, MA
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1988
页码:
661671
关键词:
摘要:
We propose a single unifying approach to bootstrap resampling, applicable to a very wide range of statistical problems. It enables attention to be focused sharply on one or more characteristics which are of major importance in any particular problem, such as coverage error or length for confidence intervals, or bias for point estimation. Our approach leads easily and directly to a very general form of bootstrap iteration, unifying and generalizing present disparate accounts of this subject. It also provides simple solutions to relatively complex problems, such as a suggestion by Lehmann (1986) for ''conditionally'' short confidence intervals.