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On the relative accuracy of certain bootstrap procedures
Author(s) -
Feuerverger Andrey,
Robinson John,
Wong Augustine
Publication year - 1999
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315635
Subject(s) - edgeworth series , studentized range , mathematics , nonparametric statistics , computation , bounded function , relative standard deviation , statistics , standard deviation , algorithm , mathematical analysis , detection limit
We show the second‐order relative accuracy, on bounded sets, of the Studentized bootstrap, exponentially tilted bootstrap and nonparametric likelihood tilted bootstrap, for means and smooth functions of means. We also consider the relative errors for larger deviations. Our method exploits certain connections between Edgeworth and saddlepoint approximations to simplify the computations.