This article surveys bootstrap methods for producing good approximate confidence intervals.
The goal is to improve by an order of magnitude upon the accuracy of the standard intervals …

A critical review is given of recent research activity on bootstrap and related procedures.
Theoretical work has shown the bootstrap approach to be a potentially powerful addition to …

The jackknife and bootstrap are the most popular data-resampling meth ods used in
statistical analysis. The resampling methods replace theoreti cal derivations required in …

Modern statistical methods use complex, sophisticated models that can lead to intractable
computations. Saddlepoint approximations can be the answer. Written from the user's point …

Saddlepoint approximations are powerful tools for obtaining accurate expressions for
densities and distribution functions. We give an elementary motivation and explanation of …

We analyze the second-moment properties of the components of international capital flows
and their relationship to business cycle variables (output, investment, and the real interest …

There is a long history of archaeologists and forensic scientists using pollen found in a dust
sample to identify its geographic origin or history. Such palynological approaches have …

We discuss optimal choice of the numbers of resamples in the two stages of the iterated
bootstrap, when that technique is used to calibrate bootstrap confidence intervals. If the …

An iterated bootstrap confidence interval requires an additive correction to be made to the
nominal coverage level of an uncorrected interval. Such correction is usually performed …

Recent developments in higher‐order asymptotic theory for statistical inference have
emphasized the fundamental role of the likelihood function in providing accurate …