A three-stage procedure based on bootstrap critical points
作者:
M. Aerts,
I. Gijbels,
期刊:
Sequential Analysis
(Taylor Available online 1993)
卷期:
Volume 12,
issue 2
页码: 93-113
ISSN:0747-4946
年代: 1993
DOI:10.1080/07474949308836272
出版商: Marcel Dekker, Inc.
关键词: asymptotic efficiency;bootstrap critical points;fixed-width confidence intervals;population mean;simulations;studentized statistic;three-stage procedure
数据来源: Taylor
摘要:
The construction of fixed-width confidence intervals for an unknown population parameter is often based on the normal approximation of an appropriate statistic. In this paper we follow a different approach using bootstrap appro¬ximations, which are known to have a high degree of accuracy. It is expected that such an approximation leads to better results, at least in the second order behaviour.In order to avoid computationally very costly procedures,inherent to a fully sequential method,we implement the bootstrap ideas in a three-stage procedure.Simulation results illustrate the performance of the proposed procedure for small and moderate sample sizes.To support the method we establish some basic asymptotic properties.
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