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March, 1993 Balanced Importance Resampling for the Bootstrap
James G. Booth, Peter Hall, Andrew T. A. Wood
Ann. Statist. 21(1): 286-298 (March, 1993). DOI: 10.1214/aos/1176349026

Abstract

We show that the method of importance resampling, introduced by Vernon Johns and Anthony Davison, may be enhanced by balancing the resamples. It is demonstrated that "balanced importance resampling" improves on both "balanced uniform resampling" and "random importance resampling", from the viewpoint of statistical efficiency. Moreover, the range of applications for which efficient resampling methods may be applied is extended to include statistics which are smooth functions of solutions of estimating equations.

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James G. Booth. Peter Hall. Andrew T. A. Wood. "Balanced Importance Resampling for the Bootstrap." Ann. Statist. 21 (1) 286 - 298, March, 1993. https://doi.org/10.1214/aos/1176349026

Information

Published: March, 1993
First available in Project Euclid: 12 April 2007

zbMATH: 0776.62043
MathSciNet: MR1212177
Digital Object Identifier: 10.1214/aos/1176349026

Subjects:
Primary: 62G09
Secondary: 65C05

Rights: Copyright © 1993 Institute of Mathematical Statistics

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Vol.21 • No. 1 • March, 1993
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