Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals

A procedure is developed which uses the bootstrap to invert a general Edgeworth expansion. The method may be used in a multistage modification to improve the normal approximation for a broad class of "Studentized" statistics. Applications include estimation of approximate nonparametric confidence intervals.

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Year of publication:	1989
Authors:	Rayner, Robert K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 3, p. 201-206
Publisher:	Elsevier
Keywords:	bootstrap confidence interval Edgeworth expansion resampling method Studentized statistic normal approximation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319207