Browsing by Subject "Cornish-Fisher expansion"

Now showing items 1-3 of 3

    • A different view on evaluating the performance of bootstrap critical values 

      Allison, J.S.; Swanepoel, J.W.H. (SASA, 2012)
      Two methods to evaluate the performance of bootstrap-based tests are discussed. The first is one that is traditionally used in the literature, while the second is an alternative method that we propose. To illustrate ...

    • A nonparametric point estimation technique using the m-out-of-n bootstrap 

      Santana, Leonard; Swanepoel, Jan W.H. (SASA, 2018)
      We investigate a method which can be used to improve an existing point estimator by a modification of the estimator and by using the m-out-of-n bootstrap. The estimation method used, known as bootstrap robust aggregating ...

    • On the asymptotic theory of new bootstrap confidence bounds 

      Pretorius, Charl; Swanepoel, Jan W.H. (IMS, 2018)
      We propose a new method, based on sample splitting, for constructing bootstrap confidence bounds for a parameter appearing in the regular smooth function model. It has been demonstrated in the literature, for example, ...