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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
| Authors: | Raffaella Giacomini,, Dimitris N. Politis and Halbert White |
| Date: | 31 May 2012 |
| Type: | cemmap Working Papers, CWP11/12 |
| doi: | 10.1920/wp.cem.2012.1112 |
Abstract
We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions.