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arXiv · 2412.05032

moonboot: An R Package Implementing m-out-of-n Bootstrap Methods

Christoph Dalitz·Felix Lögler
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Abstract

The m-out-of-n bootstrap is a possible workaround to compute confidence intervals for bootstrap inconsistent estimators, because it works under weaker conditions than the n-out-of-n bootstrap. It has the disadvantage, however, that it requires knowledge of an appropriate scaling factor tau(n) and that the coverage probability for finite n depends on the choice of m. This article presents an R package moonboot which implements the computation of m-out-of-n bootstrap confidence intervals and provides functions for estimating the parameters tau(n) and m. By means of Monte Carlo simulations, we evaluate the different methods and compare them for different estimators

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Christoph Dalitz, Felix Lögler. 2024-12-06. moonboot: An R Package Implementing m-out-of-n Bootstrap Methods. https://doi.org/10.32614/rj-2025-031

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