How well does the bootstrap work?

What is it about?

The bootstrap is a statistical technique aimed at making inference more reliable. The fast double bootstrap usually goes further in the same direction. This paper shows how to measure just how well these two techniques succeed in particular cases.

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Why is it important?

Because the bootstrap is widely used in applied statistical disciplines, like econometrics, it is very desirable to know tro what extent one can rely on the results it gives.

Perspectives

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Like many research papers, this one arose almost unexpectedly out of work I was doing for a different project. A colleague pointed out to me that the results in this paper were useful, and should be more widely known.

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