Stabilizing bootstrap‐t confidence intervals for small samples

DOI10.2307/3315961zbMath0961.62035OpenAlexW2068167630MaRDI QIDQ4527894

Alan M. Polansky

Publication date: 5 June 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315961

zbMATH Keywords

resamplingcorrectnesssmoothed bootstrapkernel density estimatecoverage error

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons ⋮ Bandwidth selection for the smoothed bootstrap percentile method. ⋮ Structural equation modeling with near singular covariance matrices

Uses Software

• KernSmooth

Cites Work

• Exact mean integrated squared error
• Bootstrap methods: another look at the jackknife
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Better nonparametric bootstrap confidence intervals for the correlation coefficient
• Better Bootstrap Confidence Intervals
• A note on bootstrapping the correlation coefficient
• Variance stabilization and the bootstrap
• The bootstrap: To smooth or not to smooth?
• Smoothing the Bootstrap
• The bootstrap and Edgeworth expansion
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