文章基本信息

标题：On a linear method in bootstrap confidence intervals
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作者：Andrea Pallini
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：2007
卷号：62
期号：1
页码：5-25
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：A linear method for the construction of asymptotic bootstrap confidence intervals is proposed. We approximate asymptotically pivotal and non-pivotal quantities, which are smooth functions of means of n independent and identically distributed random variables, by using a sum of n independent smooth functions of the same analytical form. Errors are of order Op(n-3/2) and Op(n-2), respectively. The linear method allows a straightforward approximation of bootstrap cumulants, by considering the set of n independent smooth functions as an original random sample to be resampled with replacement.