Weighted jackknife-after-bootstrap

A heuristic approach

Jin Wang, Jonnagadda S Rao, Jun Shao

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Citations (Scopus)

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 languageEnglish (US)
Title of host publicationWinter Simulation Conference Proceedings
EditorsS. Andradottir, K.J. Healy, D.H. Withers, B.L. Nelson
PublisherIEEE
Pages240-245
Number of pages6
StatePublished - 1997
Externally publishedYes
EventProceedings of the 1997 Winter Simulation Conference - Atlanta, GA, USA
Duration: Dec 7 1997Dec 10 1997

Other

OtherProceedings of the 1997 Winter Simulation Conference
CityAtlanta, GA, USA
Period12/7/9712/10/97

Fingerprint

Jackknife
Bootstrap
Heuristics
Experiments
Monte Carlo Experiment
Bootstrap Method
Bootstrapping
Estimate

ASJC Scopus subject areas

  • Chemical Health and Safety
  • Software
  • Safety, Risk, Reliability and Quality
  • Applied Mathematics
  • Modeling and Simulation

Cite this

Wang, J., Rao, J. S., & Shao, J. (1997). Weighted jackknife-after-bootstrap: A heuristic approach. In S. Andradottir, K. J. Healy, D. H. Withers, & B. L. Nelson (Eds.), Winter Simulation Conference Proceedings (pp. 240-245). IEEE.

Weighted jackknife-after-bootstrap : A heuristic approach. / Wang, Jin; Rao, Jonnagadda S; Shao, Jun.

Winter Simulation Conference Proceedings. ed. / S. Andradottir; K.J. Healy; D.H. Withers; B.L. Nelson. IEEE, 1997. p. 240-245.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Wang, J, Rao, JS & Shao, J 1997, Weighted jackknife-after-bootstrap: A heuristic approach. in S Andradottir, KJ Healy, DH Withers & BL Nelson (eds), Winter Simulation Conference Proceedings. IEEE, pp. 240-245, Proceedings of the 1997 Winter Simulation Conference, Atlanta, GA, USA, 12/7/97.
Wang J, Rao JS, Shao J. Weighted jackknife-after-bootstrap: A heuristic approach. In Andradottir S, Healy KJ, Withers DH, Nelson BL, editors, Winter Simulation Conference Proceedings. IEEE. 1997. p. 240-245
Wang, Jin ; Rao, Jonnagadda S ; Shao, Jun. / Weighted jackknife-after-bootstrap : A heuristic approach. Winter Simulation Conference Proceedings. editor / S. Andradottir ; K.J. Healy ; D.H. Withers ; B.L. Nelson. IEEE, 1997. pp. 240-245
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