Unusual properties of bootstrap confidence intervals in regression problems

DOI10.1007/BF00319554zbMath0643.62033MaRDI QIDQ1102055

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Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

critical pointsregressionbootstrap confidence intervalsslope parameterspercentile methodspercentile-t method

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

Related Items (6)

Bootstrapping time series models ⋮ Bootstrapping the Hausman Test in Panel Data Models ⋮ Simulation Study of Conditional, Bootstrap, andtConfidence Intervals in Linear Regression ⋮ Accurate confidence intervals in regression analyses of non-normal data ⋮ Simultaneous bootstrap confidence bands in regression ⋮ How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach

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• Prepivoting to reduce level error of confidence sets
• Nonparametric standard errors and confidence intervals
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• Improvements of jackknife confidence limit methods

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