Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy (Q1072302)

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scientific article; zbMATH DE number 3942767
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    Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
    scientific article; zbMATH DE number 3942767

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      Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy (English)
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      1986
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      This is a review of bootstrap methods, concentrating on basic ideas and applications rather than theoretical considerations. It begins with an exposition of the bootstrap estimate of standard error for one-sample situations. Several examples, some involving quite complicated statistical procedures, are given. The bootstrap is then extended to other measures of statistical accuracy such as bias and prediction error, and to complicated data structures such as time series, censored data, and regression models. Several more examples are presented illustrating these ideas. The last third of the paper deals mainly with bootstrap confidence intervals.
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      review of bootstrap methods
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      basic ideas
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      applications
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      standard error for one-sample situations
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      measures of statistical accuracy
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      bias
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      prediction error
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      time series
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      censored data
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      regression models
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      bootstrap confidence intervals
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