Better Bootstrap Confidence Intervals

DOI10.2307/2289144zbMATH Open0622.62039OpenAlexW4238186339WikidataQ56706098 ScholiaQ56706098MaRDI QIDQ3759715FDOQ3759715

Authors: Bradley Efron 

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/2289144

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• scientific article; zbMATH DE number 69460

zbMATH Keywords

transformationsresampling methodsbootstrap confidence intervalssecond-order theoryapproximate confidence intervalsmultiparameter familynormal fractilesskewness corrections

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

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

• An improved method for comparing variances when distributions have non-identical shapes
• Fiducial inference under nonparametric situations
• Confidence interval estimation under inverse sampling
• Exact inference for progressively type-I censored exponential failure data
• Bootstrapping computation of availability for a repairable system with standby subject to imperfect switching
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).
• Small sample performance of jackknife confidence intervals for the james-stein estimator
• Evaluation of a three-step method for choosing the number of bootstrap repetitions
• Bootstrap tests for autocorrelation.
• Quantifying spread in three-dimensional rotation data: comparison of nonparametric and parametric techniques
• A note on the accuracy of bootstrap percentile method confidence intervals for a quantile
• Interval estimation of the mean in a two-stage nested model
• Exact inference for a simple step-stress model with competing risks for failure from exponential distribution under type-II censoring
• A direct bootstrapping technique and its application to a novel goodness of fit test
• Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference
• Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
• The problem of regions
• Bootstrap Sample Size in Nonregular Cases
• ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS
• Bootstrapping time series models
• Bayesian inference and the parametric bootstrap
• Confidence intervals for nonparametric regression
• Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
• A Transformation for the Analysis of Unimodal Hazard Rate Lifetimes Data
• Estimation and inference for dependence in multivariate data
• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• Confidence interval construction for disease prevalence based on partial validation series
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
• Higher-order accuracy of multiscale-double bootstrap for testing regions
• Bootstrap variance estimators with truncation
• Selection of the number of clusters via the bootstrap method
• Uses and abuses of statistical simulation
• Interval Estimation for Weibull-Distributed Life Data Under Type II Progressive Censoring with Random Removals
• Bias and size corrections in extreme value modeling
• Parametric Proportional Odds Frailty Models
• The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior
• High-dimensional inference on covariance structures via the extended cross-data-matrix methodology
• Correlation tests for high-dimensional data using extended cross-data-matrix methodology
• Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Nikolaos Ignatiadis and Stefan Wager
• Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
• Stabilizing bootstrap‐t confidence intervals for small samples
• Smoothed and iterated bootstrap confidence regions for parameter vectors
• Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)
• Estimating second order characteristics of point processes with known independent noise
• Resampling DEA estimates of investment fund performance
• Confidence Interval Estimation of P(Y<X) in the Gamma Case
• Bootstraps for time series
• Bandwidth selection for the smoothed bootstrap percentile method.
• Bootstrapping the NPMLE for doubly truncated data
• Confidence interval estimation of population means subject to order restrictions using resampling procedures
• A bootstrap-based aggregate classifier for model-based clustering
• A comparison between bootstrap methods and generalized estimating equations for correlated outcomes in generalized linear models
• Maximum likelihood analysis of masked series system lifetime data
• Non-parametric confidence intervals for covariance and correlation
• Comparison on five estimation approaches of intensity for a queueing system with short run
• Comparative analysis of availability for a redundant repairable system
• An efficient estimator of the parameters of the generalized lambda distribution
• A new regression model for rates and proportions data with applications
• Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
• On the dual test for SSD efficiency With an application to momentum investment strategies
• Double bootstrap for shrinkage estimators
• Monte Carlo studies of bootstrap variability in ROC analysis with data dependency
• Using i.i.d. bootstrap inference for general non-i.i.d. models
• Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms
• Bootstrapping the latent roots of certain random matrices
• Bootstrap prediction intervals in state-space models
• Permutation tests using least distance estimator in the multivariate regression model
• Evaluation of methods for interval estimation of model outputs, with application to survival models
• Approximately unbiased tests of regions using multistep-multiscale bootstrap resampling
• Almost-exact parametric bootstrap calculation via the saddlepoint approximation
• Kernel generalized canonical correlation analysis
• The ranking lasso and its application to sport tournaments
• A class of compartmental models for long-distance tracer transport in plants
• Methods for mediation analysis with missing data
• A statistical framework for testing functional categories in microarray data
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Recent developments in bootstrap methodology
• Inference functions and quadratic score tests
• Auxiliary parameter MCMC for exponential random graph models
• The estimating function bootstrap
• Comparison of the binormal and Lehman receiver operating characteristic curves
• Validation by Monte Carlo sampling of experimental observation functionals
• Exact bootstrap confidence intervals for regression coefficients in small samples
• Higher-order asymptotic refinements in the multivariate Dirichlet regression model
• Optimal cutpoint estimation with censored data
• Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data
• The law of the iterated logarithm and maximal smoothing principle for the kernel distribution function estimator
• Nonparametric Confidence Regions for L-Moments
• The assessment of performance of correlation estimates in discrete bivariate distributions using bootstrap methodology
• A parameter estimation method for multivariate binned Hawkes processes
• Comparison of Prevosti genetic distances
• VARIOUS METHODS OF INTERVAL ESTIMATION OF THE MEDIAN EFFECTIVE DOSE
• Statistical Inference for Method of Moments Estimators of a Semi-Supervised Two-Component Mixture Model
• Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector
• Estimation in step-stress life tests with complementary risks from the exponentiated exponential distribution under time constraint and its applications to UAV data
• Testing indirect effect with a complete or incomplete dichotomous mediator
• Some results on bootstrap prediction intervals
• Normalizing unbiased estimating functions
• A Comparison of confidence intervals for generalized extreme-value distributions

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