Wendy D. Smith, Robert L. Taylor
Abstract
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A dependent bootstrap is shown to produce estimators which have smaller variances but which are still consistent and asymptotically valid.Simulated confidence intervals are used to examine possible gains in coverage probabilities and interval lengths.
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A dependent bootstrap is shown to produce estimators which have smaller variances but which are still consistent and asymptotically valid.Simulated confidence intervals are used to examine possible gains in coverage probabilities and interval lengths.
Key concepts: Confidence interval, Robust confidence intervals, Estimator, Statistics, CDF-based nonparametric confidence interval, Mathematics, Confidence distribution, Econometrics