Theoretical comparison of bootstrap confidence intervals

DOI10.1214/AOS/1176350933zbMATH Open0663.62046OpenAlexW2043415670MaRDI QIDQ1114258FDOQ1114258

Authors: Peter Hall 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aos/1176350933

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zbMATH Keywords

quantileEdgeworth expansioncoveragebootstrap methodsunified frameworkinterval lengthaccelerated bias-correctionacceleration constantbootstrap critical pointsdepartures from normalitypercentile-methodshortest confidence interval

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Cited In (only showing first 100 items - show all)

• Analyzing the dynamic system model with discrete failure time distribution
• On the use of the bootstrap for estimating functions with functional data
• The power of bootstrap and asymptotic tests
• Bootstrap tests for generalized least squares regression models
• Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions
• Exact inference for progressively type-I censored exponential failure data
• On the bootstrap in cube root asymptotics
• Inference of constant-stress accelerated life test for a truncated distribution under progressive censoring
• Accuracy of the bootstrap approximation
• A general bootstrap algorithm for hypothesis testing
• On the smoothed bootstrap
• Bootstrap tests for autocorrelation.
• Bootstrapping cointegrating regression
• Bootstrap approximation to distributions of finite population U-statistics
• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• Exact inference for a simple step-stress model with competing risks for failure from exponential distribution under type-II censoring
• Stress-strength reliability of a two-parameter bathtub-shaped lifetime distribution based on progressively censored samples
• A direct bootstrapping technique and its application to a novel goodness of fit test
• Bootstrap Sample Size in Nonregular Cases
• Statistical inference of for Weibull distribution under Type-II progressively hybrid censored data
• Bootstrapping time series models
• On the relative performance of bootstrap and Edgeworth approximations of a distribution function
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Bootstrapping the change-point of a hazard rate
• Inference on progressive-stress model for the exponentiated exponential distribution under type-II progressive hybrid censoring
• Load-sharing system model and its application to the real data set
• Assessing model mimicry using the parametric bootstrap.
• Inference for a progressive stress model from Weibull distribution under progressive type-II censoring
• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• A note on coverage error of bootstrap confidence intervals for quantiles
• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
• Edgeworth expansions for nonparametric density estimators, with applications
• Estimation of parameters of Weibull-gamma distribution based on progressively censored data
• On estimation of modified Weibull parameters in presence of accelerated life test
• Nonparametric confidence intervals for functions of several distributions
• How close are alternative bootstrap \(P\)-values?
• Analysis of type-II progressively hybrid censored data
• Bootstrapping in non-regular smooth function models
• Exact inference for a simple step-stress model with type-II hybrid censored data from the exponential distribution
• Estimation in multi-path change-point problems
• Title not available (Why is that?)
• Bootstrapping weighted empirical processes that do not converge weakly
• On bootstrap accuracy with censored data
• On progressively first failure censored Lindley distribution
• Extensions of saddlepoint-based bootstrap inference
• Data depth trimming counterpart of the classical \(t\) (or \(T^2\)) procedure
• On the bootstrap and the trimmed mean
• Bootstrap in functional linear regression
• Bootstrap inference for inequality, mobility and poverty measurement
• Bootstrap in moving average models
• Reliability estimation for the bathtub-shaped distribution based on progressively first-failure censoring sampling
• Exact inference for a simple step-stress model with generalized type-I hybrid censored data from the exponential distribution
• Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
• Smoothed and iterated bootstrap confidence regions for parameter vectors
• Confidence Interval Estimation of P(Y<X) in the Gamma Case
• Inference of \(R=P[X<Y]\) for generalized logistic distribution
• A smoothed bootstrap estimator for a Studentized sample quantile
• Nonparametric confidence regions for the central orientation of random rotations
• Goodness-of-fit tests for the Cox model via bootstrap method
• Analysis of incomplete data in presence of competing risks.
• Exact inference for a simple step-stress model with type-I hybrid censored data from the exponential distribution
• Edgeworth expansions for studentized and prepivoted sample quantiles
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions
• Estimation for the exponentiated Weibull model with adaptive type-II progressive censored schemes
• Estimation of \(P[Y<X]\) for generalized Pareto distribution
• Constant-partially accelerated life tests for Burr type-XII distribution with progressive type-II censoring
• Estimation in step-stress accelerated life tests for the exponentiated exponential distribution with type-I censoring
• Interval estimation for exponential progressive type-II censored step-stress accelerated life-testing
• Application of the bootstrap methods in factor analysis
• Using i.i.d. bootstrap inference for general non-i.i.d. models
• Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms
• Bootstrap approach for supplier selection based on production yield
• Large sample theory of intrinsic and extrinsic sample means on manifolds. II.
• Almost-exact parametric bootstrap calculation via the saddlepoint approximation
• Bootstrapping regression quantiles
• On the inconsistency of bootstrap distribution estimators
• Estimation of \(P(Y < X)\) for Weibull distribution under progressive type-II censoring
• A test for the two-sample problem based on empirical characteristic functions
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Consistent method for estimating sinusoidal frequencies: a non-iterative approach
• On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship
• Bootstrap hypothesis testing for some common statistical problems: a critical evaluation of size and power properties
• Bootstrap Confidence Intervals and Bootstrap Approximations
• Resampling methods for tests in regression models with autocorrelated errors
• Bootstrap-based tests for deterministic time-varying coefficients in regression models
• Reliability of stress–strength model for exponentiated Pareto distributions
• Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
• Estimation in step-stress life tests with complementary risks from the exponentiated exponential distribution under time constraint and its applications to UAV data
• Estimation of the stress-strength reliability for the generalized logistic distribution
• Generalized inferences of \(R\) = \(\Pr (X>Y)\) for Pareto distribution
• On estimation of reliability in a multicomponent stress-strength model for a Kumaraswamy distribution based on progressively censored sample
• Randomization Tests for Weak Null Hypotheses in Randomized Experiments
• Subsample and half-sample methods
• Estimation using hybrid censored data from a two-parameter distribution with bathtub shape
• Interval estimation for a binomial proportion: a bootstrap approach
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
• Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach)
• Estimating the Pareto parameters under progressive censoring data for constant-partially accelerated life tests
• Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint

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