Better Bootstrap Confidence Intervals
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Publication:3759715
DOI10.2307/2289144zbMATH Open0622.62039OpenAlexW4238186339WikidataQ56706098 ScholiaQ56706098MaRDI QIDQ3759715FDOQ3759715
Publication date: 1987
Full work available at URL: https://doi.org/10.2307/2289144
Recommendations
transformationsresampling methodsbootstrap confidence intervalssecond-order theoryapproximate confidence intervalsmultiparameter familynormal fractilesskewness corrections
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)
- Bootstrap Confidence Intervals and Bootstrap Approximations
- A note on breakdown theory for bootstrap methods
- Some improvements for bootstrapping regression estimators under first- order serial correlation
- Conditional confidence intervals for classification error rate
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression
- An empirical study of PLAD regression using the bootstrap
- Jackknife empirical likelihood inference for the Pietra ratio
- Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination
- The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables
- Bootstrap confidence intervals
- A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
- Interval Estimators for Inequality Measures Using Grouped Data
- Bootstrap confidence intervals for tail indices.
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- Analysis of tidal data via the blockwise bootstrap
- Confidence interval estimation of overlap: equal means case.
- Simultaneous confidence intervals for multinomial proportions.
- Identifying the interacting positions of a protein using Boolean learning and support vector machines
- Confidence intervals of mean response time for an M/G/1 queueing system: bootstrap simulation
- Interval estimation for a binomial proportion: a bootstrap approach
- A Note on Skewness in Regenerative Simulation
- Hybrid bootstrap for mapping quantitative trait loci
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
- Bootstrapping for generalized l-statistics
- Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint
- Estimating recorder points and other management science applications by bootstrap procedure
- The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989
- Bootstrap method for measuring accuracy of probabilistic-choice models
- Inferences for the Fatigue Life Model Based on the Birnbaum–Saunders Distribution
- An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
- Mean response time for a \(G/G/1\) queueing system: simulated computation
- Title not available (Why is that?)
- Bootstrap confidence bands for shrinkage estimators
- Bootstrap confidence intervals in mixtures of discrete distributions
- The Automatic Construction of Bootstrap Confidence Intervals
- Application of special reduction procedures to meteorological data
- Accurate and efficient double-bootstrap confidence limit method
- Bootstrap estimation of the asymptotic variances of statistical functionals
- Bootstrap confidence intervals for principal response curves
- Enhanced precision in the analysis of randomized trials with ordinal outcomes
- Quantifying nuisance parameter effects via decompositions of asymptotic refinements for likelihood-based statistics
- Meta-analysis of diagnostic accuracy and ROC curves with covariate adjusted semiparametric mixtures
- Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators
- Jackknifing and bootstrapping quasi–likelihood estimators
- Variance stabilizing transformations, studentization and the bootstrap
- Unusual properties of bootstrap confidence intervals in regression problems
- Improved bootstrap confidence intervals in certain toxicological experiments
- Handling Uncertainty in the Cost Effectiveness Healthcare Evaluations. A Review of Statistical Approaches
- Confidence distributions: a review
- On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points
- The starship
- Estimating cointegration parameters: An application of the double bootstrap
- Some finite sample theory for bootstrap regression estimates
- Confidence intervals for the slope of a regression line when the error term has nonconstant variance
- Qualms about \(BC_ a\) bootstrap confidence intervals
- Comparing the variances or robust measures of scale of two dependent variables
- Bootstrapping the log-periodogram regression
- Estimating kurtosis and confidence intervals for the variance under nonnormality
- 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
- 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
- Bootstrapping Computation of Availability for a Repairable System with Standby Subject to Imperfect Switching
- 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
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