Efficient bootstrap simulation

A. C. Dvison; D. V. Hinkley; E. Schechtman

doi:10.1093/biomet/73.3.555

Efficient bootstrap simulation

A. C. Dvison, D. V. Hinkley, E. Schechtman

Research output: Contribution to journal › Article › peer-review

172 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	555-566
Number of pages	12
Journal	Biometrika
Volume	73
Issue number	3
DOIs	https://doi.org/10.1093/biomet/73.3.555
State	Published - 1 Dec 1986
Externally published	Yes

Keywords

Balanced samples
Bias
Bootstrap
Correlation
Eigenvalue
Hypergeometric distribution
Jakknife
Mean
Normal approximation
Permutation

ASJC Scopus subject areas

Statistics and Probability
General Mathematics
Agricultural and Biological Sciences (miscellaneous)
General Agricultural and Biological Sciences
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1093/biomet/73.3.555

Cite this

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title = "Efficient bootstrap simulation",

abstract = "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.",

keywords = "Balanced samples, Bias, Bootstrap, Correlation, Eigenvalue, Hypergeometric distribution, Jakknife, Mean, Normal approximation, Permutation",

author = "Dvison, {A. C.} and Hinkley, {D. V.} and E. Schechtman",

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AU - Hinkley, D. V.

AU - Schechtman, E.

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KW - Balanced samples

KW - Bias

KW - Bootstrap

KW - Correlation

KW - Eigenvalue

KW - Hypergeometric distribution

KW - Jakknife

KW - Mean

KW - Normal approximation

KW - Permutation

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DO - 10.1093/biomet/73.3.555

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VL - 73

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JO - Biometrika

JF - Biometrika

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ER -

Efficient bootstrap simulation

Abstract

Keywords

ASJC Scopus subject areas

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