Bootstrap Tilting

Keywords: bootstrap, diagnostics, empirical likelihood, tilting

Abstract: Bootstrap tilting confidence intervals and hypothesis tests offer both statistical and computation advantages -- second-order accuracy with 1/17 times as many bootstrap replications as the bootstrap percentile interval. A variation related to empirical likelihood methods is more accurate in finite-sample applications.

Bootstrap tilting also is useful for diagnostic purposes. These diagnostics offer a new explanation for why bootstrap-t intervals are often observed to be too long.

Combining ideas from bootstrap tilting diagnostics with bootstrap-t confidence intervals yields a promising new interval, the bootstrap-tilting-t.