Bootstrap confidence intervals

被引：19

作者：

DiCiccio, TJ ^{[1
]}

Efron, B ^{[1
]}

机构：

[1] STANFORD UNIV,DEPT HLTH RES & POLICY,STANFORD,CA 94305

来源：

STATISTICAL SCIENCE | 1996年 / 11卷 / 03期

关键词：

bootstrap-t; BCa and ABC methods; calibration; second-order accuracy;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article surveys bootstrap methods for producing good approximate confidence intervals. The goal is to improve by an order of magnitude upon the accuracy of the standard intervals <(theta)over cap> +/- z((alpha))<(sigma)over cap>, in a way that allows routine application even to very complicated problems. Both theory and examples are used to show how this is done. The first seven sections provide a heuristic overview of four bootstrap confidence interval procedures: BCa, bootstrap-t, ABC and calibration. Sections 8 and 9 describe the theory behind these methods, and their close connection with the Likelihood-based confidence interval theory developed by Barndorff-Nielsen, Cox and Reid and others.

引用

页码：189 / 212

页数：24

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