Abstract
We present a discussion of iterated bootstrap procedures for the problems of bias reduction in point estimation and the reduction of coverage error in confidence intervals. In the case of coverage correction in confidence intervals, bootstrap iteration is directed at obtaining intervals with high coverage accuracy. We consider several other properties of these intervals and assess some of the practical advantages and disadvantages of the double bootstrap technique.
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© 1992 Springer-Verlag New York, Inc.
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Martin, M.A. (1992). On the Double Bootstrap. In: Page, C., LePage, R. (eds) Computing Science and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2856-1_9
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DOI: https://doi.org/10.1007/978-1-4612-2856-1_9
Publisher Name: Springer, New York, NY
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