Bootstrap Confidence Intervals

@article{citeulike:1447170, abstract = {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 \$\hat{\theta} \pm z^{(\alpha)} \hat{\sigma)\$, 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: \$BC\_a\$, 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.}}, author = {Diciccio, Thomas J. and Efron, Bradley }, citeulike-article-id = {1447170}, journal = {Statistical Science}, keywords = {bootstrap, review, statistics}, number = {3}, pages = {189--212}, posted-at = {2007-07-10 19:09:07}, priority = {2}, title = {Bootstrap Confidence Intervals}, url = {http://www.jstor.org/stable/2246110}, volume = {11}, year = {1996} }

TY - JOUR ID - citeulike:1447170 L3 - citeulike-article-id:1447170 TI - Bootstrap Confidence Intervals JF - Statistical Science VL - 11 IS - 3 SP - 189 EP - 212 N2 - 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 $\hat{\theta} \pm z^{(\alpha)} \hat{\sigma)$, 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: $BC_a$, 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. KW - bootstrap KW - review KW - statistics AU - Diciccio, Thomas AU - Efron, Bradley PY - 1996/// UR - http://www.jstor.org/stable/2246110 ER -