Abstract
We investigate the problem of deriving precision estimates for bootstrap quantities. The one major stipulation is that no further bootstrapping will be allowed. In 1992, Efron derived the method of jackknife-after-bootstrap (JAB) and showed how this problem can potentially be solved. However, the applicability of JAB was questioned in situations where the number of bootstrap samples was not large. The JAB estimates were inflated and performed poorly. We provide a simple correction to the JAB method using a weighted form where the weights are derived from the original bootstrap samples. Our Monte Carlo experiments show that the weighted jackknife-after-bootstrap (WJAB) performs very well.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 240-245 |
| Number of pages | 6 |
| Journal | Winter Simulation Conference Proceedings |
| State | Published - 1997 |
| Externally published | Yes |
| Event | Proceedings of the 1997 Winter Simulation Conference - Atlanta, GA, USA Duration: Dec 7 1997 → Dec 10 1997 |