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On the relative accuracy of certain bootstrap procedures
(with A. Feuerverger and J. Robinson)
Canadian Journal of Statistics , 27(2), 1999, pp. 225-236
Abstract: We show the second order relative accuracy, on bounded sets, of the studentized bootstrap, exponentially tilted bootstrap and nonparametric likelihood tilted bootstrap, for means and smooth functions of means. We also consider the relative errors for larger deviations. Our method exploits certain connections between Edgeworth and saddlepoint approximations to simplify the computations.
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