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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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