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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 Paper, 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.

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Raffaella Giacomini, Dimitris N. Politis and Halbert White June 2013, A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators, Journal Article, Cambridge Journals

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