Title: On the Number of Bootstrap Repetitions for BC_a Confidence Intervals
Abstract:This paper considers the problem of choosing the number bootstrap repetitions B to use with the BC_{a} bootstrap confidence intervals introduced by Efron (1987). Because the simulated random variables...This paper considers the problem of choosing the number bootstrap repetitions B to use with the BC_{a} bootstrap confidence intervals introduced by Efron (1987). Because the simulated random variables are ancillary, we seek a choice of B that yields a confidence interval that is close to the ideal bootstrap confidence interval for which B = infinity. We specifiy a three-step method of choosing B that ensures that the lower and upper lengths of the confidence interval deviate from those of the ideal bootstrap confidence interval by at most a small percentage with high probability.Read More
Publication Year: 2000
Publication Date: 2000-02-01
Language: en
Type: preprint
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Cited By Count: 4
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