Bootstrap Tilting Con dence Intervals and Hypothesis Tests
نویسنده
چکیده
Bootstrap tilting con dence intervals could be the method of choice in many applications for reasons of both speed and accuracy With the right implementa tion tilting intervals are times as fast as bootstrap BC a limits in terms of the number of bootstrap sam ples needed for comparable simulation accuracy Thus bootstrap samples might su ce instead of Tilting limits have other desirable properties second order accuracy transformation invariance and better nite sample coverage and or shorter intervals on average than competing procedures
منابع مشابه
Bootstrap Tilting Conndence Intervals Bootstrap Tilting Conndence Intervals
Bootstrap tilting con dence intervals could be the method of choice in many applications for reasons of both speed and accuracy With the right implementation tilting intervals are times as fast as bootstrap BC a limits in terms of the number of bootstrap samples needed for comparable simulation accuracy Thus bootstrap samples might su ce instead of Tilting limits have other desirable properties...
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تاریخ انتشار 2005