Ghosh, Santu; Polansky, Alan M. - In: Journal of Multivariate Analysis 132 (2014) C, pp. 171-182
promise in solving this problem, but empirical evidence often indicates that the bootstrap percentile method has difficulty in … the bootstrap percentile method. We also provide an analytical adjustment to the nominal level to reduce the computational … percentile method ellipsoidal confidence region. The smoothed bootstrap method is based on a multivariate kernel density …