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- W1966455501 abstract "We derive an explicit formula for the first term in an unconditional Edgeworth-type expansion of coverage probability for the nonparametric bootstrap technique applied to a very broad class of Studentized statistics. The class includes sample mean, $k$-sample mean, sample correlation coefficient, maximum likelihood estimators expressible as functions of vector means, etc. We suggest that the bootstrap is really an empiric one-term Edgeworth inversion, with the bootstrap simulations implicitly estimating the first term in an Edgeworth expansion. This view of the bootstrap is reinforced by our discussion of the iterated bootstrap, which inverts an Edgeworth expansion to arbitrary order by simulating simulations." @default.
- W1966455501 created "2016-06-24" @default.
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- W1966455501 date "1986-12-01" @default.
- W1966455501 modified "2023-10-15" @default.
- W1966455501 title "On the Bootstrap and Confidence Intervals" @default.
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- W1966455501 doi "https://doi.org/10.1214/aos/1176350168" @default.
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