On the bootstrap and confidence intervals

DOI10.1214/AOS/1176350168zbMATH Open0611.62047OpenAlexW1966455501MaRDI QIDQ1087271FDOQ1087271

Authors: Peter Hall 

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350168

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zbMATH Keywords

bootstrapcentral limit theoremconfidence intervalsEdgeworth expansionrates of convergencesignificance levelssample meancoverage probabilitiesStudentized statisticsorder of approximationsample correlation coefficientBootstrap iterationEdgeworth inversionerror of arbitrarily small ordermaximum likelihood estimators expressible as functions of vector means

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15)

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• Iterated smoothed bootstrap confidence intervals for population quantiles
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• On bootstrap resampling and iteration
• Bootstrapping binomial confidence intervals
• Accuracy of the bootstrap approximation
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• Weak convergence of the maximum error of the bootstrap quantile estimate
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• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
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• Interval estimation for a binomial proportion: a bootstrap approach
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• Confidence intervals for nonparametric regression
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• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study
• Edgeworth expansions for nonparametric density estimators, with applications
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• A test for the two-sample problem based on empirical characteristic functions
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• Resampling estimation when observations are m–dependent
• The estimating function bootstrap
• Tests of hypotheses about regression parameters when using a robust estimator
• A fast iterated bootstrap procedure for approximating the small-sample bias
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
• Incomplete Generalized U‐Statistics for Food Risk Assessment
• Multiple comparisons based on a modified one-step M-estimator
• Double bootstrap confidence intervals in the two-stage DEA approach
• Jackknife estimation of the bootstrap acceleration constant
• Bootstrap confidence limits for wright'C₅
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
• Another look at bootstrapping the Student \(t\)-statistic
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• A coverage probability of bootstrap-t confidence interval for the variance
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• Bootstrap Inference in the Presence of Bias
• Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
• Iterated bootstrap procedure in individual bioequivalence
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• Misspecification Testing in a Class of Conditional Distributional Models
• A simulation study of iterated and non-iterated bootstrap methods for bias reduction and confidence interval estimation
• On the estimation bias in first-order bifurcating autoregressive models
• Resampling techniques for estimating the distribution of descriptive statistics of functional data
• Efficient bootstrap methods: A review
• Comparison of Bayesian model selection criteria and conditional Kolmogorov test as applied to spot asset pricing models

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