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Accurate and efficient construction of bootstrap likelihoods |
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| Authors: | A C Davison D V Hinkley B J Worton |
| Institution: | (1) Department of Statistics, University of Oxford, 1 South Parks Road, OX1 3TG Oxford, UK;(2) Department of Statistics and Applied Probability, University of California, 93106 Santa Barbara, CA, USA;(3) Department of Mathematics and Statistics, University of Edinburgh, The King's Buildings, EH9 3JZ Edinburgh, UK |
| Abstract: | The simplest construction of bootstrap likelihoods involves two levels of bootstrapping, kernel density estimation, and non-parametric curve-smoothing. We describe more accurate and efficient constructions, based on smoothing at the first level of nested bootstraps and saddlepoint approximation to remove second-level bootstrap variation. Detailed illustrations are given. |
| Keywords: | Bootstrap recycling correlation coefficient empirical likelihood kernel density estimation Laplace's method non-parametric smoothing saddlepoint approximation |
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