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March, 1989 Second Order and $L^p$-Comparisons between the Bootstrap and Empirical Edgeworth Expansion Methodologies
Rabi Bhattacharya, Maher Qumsiyeh
Ann. Statist. 17(1): 160-169 (March, 1989). DOI: 10.1214/aos/1176347008

Abstract

The bootstrap estimate of distribution functions of studentized statistics is shown to be more accurate than even the two-term empirical Edgeworth expansion, thus strengthening the claim of superiority of the bootstrap over the normal approximation method. The two methods are compared not only with respect to bounded bowl-shaped loss functions but also with respect to squared error loss and, more generally, in $L^p$-norms.

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Rabi Bhattacharya. Maher Qumsiyeh. "Second Order and $L^p$-Comparisons between the Bootstrap and Empirical Edgeworth Expansion Methodologies." Ann. Statist. 17 (1) 160 - 169, March, 1989. https://doi.org/10.1214/aos/1176347008

Information

Published: March, 1989
First available in Project Euclid: 12 April 2007

zbMATH: 0669.62002
MathSciNet: MR981442
Digital Object Identifier: 10.1214/aos/1176347008

Subjects:
Primary: 62E20
Secondary: 62J05

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.17 • No. 1 • March, 1989
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