Method evidence record
Double Bootstrap
The double bootstrap is a resampling method that calibrates a bootstrap confidence interval with a second, nested layer of bootstrap to bring its actual coverage closer to the nominal level. Introduced by Hall (1986) and Beran (1987), it is especially valuable for small samples and skewed distributions where a single-layer bootstrap under-covers.
Source record
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Double (Iterated) Bootstrap
Taxonomic method record · regression-model / statistics
- Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452. · DOI 10.1214/aos/1176350168
- Beran, R. (1987). Prepivoting to Reduce Level Error of Confidence Sets. Biometrika, 74(3), 457-468. · DOI 10.1093/biomet/74.3.457
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