Second Order and $L^p$-Comparisons between the Bootstrap and Empirical Edgeworth Expansion Methodologies
Bhattacharya, Rabi ; Qumsiyeh, Maher
Ann. Statist., Tome 17 (1989) no. 1, p. 160-169 / Harvested from Project Euclid
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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.
Publié le : 1989-03-14
Classification:  Cramer's condition,  $(s - 1)$-term empirical Edgeworth expansion,  62E20,  62J05 
@article{1176347008,
     author = {Bhattacharya, Rabi and Qumsiyeh, Maher},
     title = {Second Order and $L^p$-Comparisons between the Bootstrap and Empirical Edgeworth Expansion Methodologies},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 160-169},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347008}
}

Bhattacharya, Rabi; Qumsiyeh, Maher. Second Order and $L^p$-Comparisons between the Bootstrap and Empirical Edgeworth Expansion Methodologies. Ann. Statist., Tome 17 (1989) no. 1, pp.  160-169. http://gdmltest.u-ga.fr/item/1176347008/