# Efficient bootstrap simulation: an overview.

Qüestiió (1990)

- Volume: 14, Issue: 1-2-3, page 43-88
- ISSN: 0210-8054

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topSánchez, Alex. "Efficient bootstrap simulation: an overview.." Qüestiió 14.1-2-3 (1990): 43-88. <http://eudml.org/doc/40356>.

@article{Sánchez1990,

abstract = {Two basic sources of error are associated to the use of bootstrap methods: one is derived from the fact that the true distribution is substituted by a suitable estimate, and the other is simulation errors. Some techniques to reduce or quantify these errors are discussed in this work. Some of them such as importance sampling or antithetic variates are adapted from classical Monte Carlo swindles, whereas others such as the centered and the balanced bootstrap, are more specific. The existence of common methodological trends, such as the use of influence functions and Von Mises expansions to estimate the variance of the methods is emphasized.},

author = {Sánchez, Alex},

journal = {Qüestiió},

keywords = {Métodos bootstrap; Muestreo con reposición; Muestra aleatoria simple; Modelos de simulación; Simulación de Montecarlo; efficient bootstrap; centered bootstrap; linear bootstrap; balanced bootstrap; importance sampling; antithetic sampling; delta method; influence functions},

language = {eng},

number = {1-2-3},

pages = {43-88},

title = {Efficient bootstrap simulation: an overview.},

url = {http://eudml.org/doc/40356},

volume = {14},

year = {1990},

}

TY - JOUR

AU - Sánchez, Alex

TI - Efficient bootstrap simulation: an overview.

JO - Qüestiió

PY - 1990

VL - 14

IS - 1-2-3

SP - 43

EP - 88

AB - Two basic sources of error are associated to the use of bootstrap methods: one is derived from the fact that the true distribution is substituted by a suitable estimate, and the other is simulation errors. Some techniques to reduce or quantify these errors are discussed in this work. Some of them such as importance sampling or antithetic variates are adapted from classical Monte Carlo swindles, whereas others such as the centered and the balanced bootstrap, are more specific. The existence of common methodological trends, such as the use of influence functions and Von Mises expansions to estimate the variance of the methods is emphasized.

LA - eng

KW - Métodos bootstrap; Muestreo con reposición; Muestra aleatoria simple; Modelos de simulación; Simulación de Montecarlo; efficient bootstrap; centered bootstrap; linear bootstrap; balanced bootstrap; importance sampling; antithetic sampling; delta method; influence functions

UR - http://eudml.org/doc/40356

ER -

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