Bootstrap Estimation of Conditional Distributions
条件分布的Bootstrap估计
Techniques are developed for bootstrap estimation of conditional distributions, with application to confidence intervals and hypothesis tests for one parameter, conditional on the value of an estimator of another. Both Monte Carlo and saddlepoint methods for approximating bootstrap distributions are considered, and empirical methods are suggested for implementing these techniques. For example, in the case of Monte Carlo methods, we suggest empirical techniques for selecting…