Stabilizing bootstrap‐t confidence intervals for small samples

DOI10.2307/3315961zbMATH Open0961.62035OpenAlexW2068167630MaRDI QIDQ4527894FDOQ4527894

Authors: Alan M. Polansky 

Publication date: 5 June 2001

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

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

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zbMATH Keywords

resamplingkernel density estimatecorrectnesscoverage errorsmoothed bootstrap

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (7)

• Reduced bootstrap-t confidence intervals for the mean applied in market research
• Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
• Block bootstrap calibration with application to the fire weather index
• Bandwidth selection for the smoothed bootstrap percentile method.
• Small SampleLD50 Confidence Intervals Using Saddlepoint Approximations
• An analysis on performances of three interval estimation methods for small samples
• Structural equation modeling with near singular covariance matrices

Uses Software

• KernSmooth

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