-dentization steps. We show further that calibration of the nominal coverage level by means of the iterated bootstrap succeeds in …

An iterated bootstrap confidence interval requires an additive correction to be made to the nominal coverage level of … the first time, the possibility of constructing an approximation to an iterated bootstrap confidence interval which does … endpoints are used to provide two new computationally efficient methods for constructing an approximation to the iterated …

large confidence regions. This paper considers the smoothed and iterated bootstrap methods to construct the bootstrap … cost of the iterated bootstrap method. Simulations demonstrate that the methods can be successfully applied in practice. …