Skip Navigation

Biometrika 1994 81(2):331-340; doi:10.1093/biomet/81.2.331
© 1994 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by BOOTH, J. G.
Right arrow Articles by HALL, P.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Monte Carlo approximation and the iterated bootstrap

JAMES G. BOOTH1 and PETER HALL2

1Department of Statistics, University of Florida Gainesville, Florida 32611, U. S.A.
2Centre for Mathematics and Its Applications, Australian National University Canberra, ACT 0200, Australia

We discuss optimal choice of the numbers of resamples in the two stages of the iterated bootstrap, when that technique is used to calibrate bootstrap confidence intervals. If the numbers of resamples in the first and second stages are denoted by B and C respectively, we show that it is optimal to take C to be approximately a constant multiple of B1/2. The value of the constant is derived, and shown to depend only on the nominal coverage level of a confidence interval. However, it assumes different values in the cases of one- and two-sided intervals.

Key Words: Asymptotic distribution • Calibration coefficient • Confidence interval • Coverage function • Double bootstrap • Iterated bootstrap • Monte Carlo approximation • Percentile method • Resample • Simulation


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.