Using i.i.d. bootstrap inference for general non-i.i.d. models

Regina Y. Liu, Kesar Singh

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

Abstract

It is observed here that bootstrap confidence intervals constructed under i.i.d. assumptions turn out to be 'conservative' under non-i.i.d. models, and thus they can be regarded as fall-back devices in the non-i.i.d. situations where exact inference is not available.

Original languageEnglish (US)
Pages (from-to)67-75
Number of pages9
JournalJournal of Statistical Planning and Inference
Volume43
Issue number1-2
DOIs
StatePublished - Jan 1995

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Keywords

  • 62G15
  • Bootstrap confidence intervals
  • Conservative inference
  • Coverage probability
  • Jackknife procedures
  • Product-limit estimator

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