Variance stabilization and the bootstrap

DOI10.1093/BIOMET/75.3.433zbMATH Open0651.62039OpenAlexW2005205443MaRDI QIDQ3796552FDOQ3796552

Authors Robert Tibshirani 

Publication date 1988

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/75.3.433

zbMATH Keywords

variance stabilizing transformationbootstrap t confidence interval

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

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• Goodness-of-fit tests for the Cox model via bootstrap method
• Advantages of variance stabilization
• Variance stabilizing transformations, studentization and the bootstrap
• Statistical bootstrapping methods in VaR calculation
• A bootstrap test for equality of variances
• Some finite sample theory for bootstrap regression estimates
• Qualms about \(BC_ a\) bootstrap confidence intervals
• Test-inversion confidence intervals for estimands in contingency tables subject to equality constraints
• Testing for exogeneity in threshold models
• A note on the stationary bootstrap's variance
• Efficient bootstrap methods: A review
• Bootstrap confidence intervals. With comments and a rejoinder by the authors

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