A weighted bootstrap approach to bootstrap iteration
The operation of resampling from a bootstrap resample, encountered in applications of the double bootstrap, may be viewed as resampling directly from the sample but using probability weights that are proportional to the numbers of times that sample values appear in the resample. This suggests an approximate approach to double-bootstrap Monte Carlo simulation, where weighted bootstrap methods are used to circumvent much of the labour involved in compounded Monte Carlo approximation. In the case...[Show more]
|Collections||ANU Research Publications|
|Source:||Journal of the Royal Statistical Society Series B|
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