Computationally efficient double bootstr
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Sune Karlsson; Mickael LΓΆthgren
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Article
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2000
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Elsevier Science
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English
β 101 KB
The double bootstrap provides a useful tool for bootstrapping approximately pivotal quantities by using an "inner" bootstrap loop to estimate the variance. When the estimators are computationally intensive, the double bootstrap may become infeasible. We propose the use of a new variance estimator fo