© 1986 by Biometrika Trust
Efficient bootstrap simulation
Department of Mathematics, Imperial College London SW7 2BZ, U.K.
Center for Statistical Sciences, University of Texas Austin, Texas 78712, U.S.A.
Department of Agricultural Economics, Hebrew University Rehovot 76100, Israel
Bootstrap methods are simulation methods for assessing sampling properties of statistical estimates. We discuss two ideas for making the simulation more efficient. The first idea is to balance the simulated samples, and the second idea is to make explicit use approximations which do not require simulation. Both ideas are illustrated with three examples.
Key Words: Balanced samples Bias Bootstrap Correlation Eigenvalue Hypergeometric distribution Jakknife Mean Normal approximation Permutation
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