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More efficient bootstrap computations. (English) Zbl 0719.62053
Author’s summary: This article concerns computational methods for the bootstrap that are more efficient than the straightforward Monte Carlo methods usually used. The bootstrap is considered in its simplest form: in a one-sample nonparametric problem, where the goal is to estimate the bias or variance of some statistic by bootstrap sampling, or to set approximate confidence intervals for a parameter of interest in terms of various percentiles of the bootstrap distribution. The methods of this article can, in favorable situations, reduce the necessary number of bootstrap replications manyfold. Moreover, simple diagnostics are available to see whether or not any particular case is accessible to these methods.

62G09 Nonparametric statistical resampling methods
62G05 Nonparametric estimation
62G15 Nonparametric tolerance and confidence regions
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