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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2412.05032 |
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| _version_ | 1866915668949991424 |
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| author | Dalitz, Christoph Lögler, Felix |
| author_facet | Dalitz, Christoph Lögler, Felix |
| contents | The m-out-of-n bootstrap is a possible workaround to compute confidence intervals for bootstrap inconsistent estimators, because it works under weaker conditions than the n-out-of-n bootstrap. It has the disadvantage, however, that it requires knowledge of an appropriate scaling factor tau(n) and that the coverage probability for finite n depends on the choice of m. This article presents an R package moonboot which implements the computation of m-out-of-n bootstrap confidence intervals and provides functions for estimating the parameters tau(n) and m. By means of Monte Carlo simulations, we evaluate the different methods and compare them for different estimators |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_05032 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | moonboot: An R Package Implementing m-out-of-n Bootstrap Methods Dalitz, Christoph Lögler, Felix Methodology The m-out-of-n bootstrap is a possible workaround to compute confidence intervals for bootstrap inconsistent estimators, because it works under weaker conditions than the n-out-of-n bootstrap. It has the disadvantage, however, that it requires knowledge of an appropriate scaling factor tau(n) and that the coverage probability for finite n depends on the choice of m. This article presents an R package moonboot which implements the computation of m-out-of-n bootstrap confidence intervals and provides functions for estimating the parameters tau(n) and m. By means of Monte Carlo simulations, we evaluate the different methods and compare them for different estimators |
| title | moonboot: An R Package Implementing m-out-of-n Bootstrap Methods |
| topic | Methodology |
| url | https://arxiv.org/abs/2412.05032 |