Efficient Bootstrap Resampling
نویسندگان
چکیده
Bootstrap principle is briefly reviewed. Hall’s (1989) antithetic variates method for bootstrap is discussed and extended to more than two antithetic resampling processes. We illustrate the theory with a simulation study. The numerical results show that increasing the number of antithetic resampling processes produces significant smaller variances of the bootstrap estimator over the paired case.
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تاریخ انتشار 2003