Bootstrap confidence intervals

TJ DiCiccio, B Efron - Statistical science, 1996 - projecteuclid.org
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 …

Bootstrap: More than a Stab in the Dark?

GA Young - Statistical Science, 1994 - JSTOR
A critical review is given of recent research activity on bootstrap and related procedures.
Theoretical work has shown the bootstrap approach to be a potentially powerful addition to …

[图书][B] The jackknife and bootstrap

J Shao, D Tu - 2012 - books.google.com
The jackknife and bootstrap are the most popular data-resampling meth ods used in
statistical analysis. The resampling methods replace theoreti cal derivations required in …

[图书][B] Saddlepoint approximations with applications

RW Butler - 2007 - books.google.com
Modern statistical methods use complex, sophisticated models that can lead to intractable
computations. Saddlepoint approximations can be the answer. Written from the user's point …

A comparison of certain bootstrap confidence intervals in the Cox model

D Burr - Journal of the American Statistical Association, 1994 - Taylor & Francis
We study bootstrap confidence intervals for three types of parameters in Cox's proportional
hazards model: the regression parameter, the survival function at fixed time points, and the …

A cheap bootstrap method for fast inference

H Lam - arXiv preprint arXiv:2202.00090, 2022 - arxiv.org
The bootstrap is a versatile inference method that has proven powerful in many statistical
problems. However, when applied to modern large-scale models, it could face substantial …

Asymptotic iterated bootstrap confidence intervals

SMS Lee, GA Young - The Annals of Statistics, 1995 - JSTOR
An iterated bootstrap confidence interval requires an additive correction to be made to the
nominal coverage level of an uncorrected interval. Such correction is usually performed …

Computational algorithms for double bootstrap confidence intervals

JC Nankervis - Computational statistics & data analysis, 2005 - Elsevier
In some cases, such as in the estimation of impulse responses, it has been found that for
plausible sample sizes the coverage accuracy of single bootstrap confidence intervals can …

Bootstrapping survival times in stochastic systems by using saddlepoint approximations

RW Butler, DA Bronson - Journal of the Royal Statistical Society …, 2002 - academic.oup.com
The single bootstrap is implemented by using a saddlepoint approximation to determine
estimates for the survival and hazard functions of first-passage times in complicated semi …

The fast iterated bootstrap

R Davidson, M Trokić - Journal of Econometrics, 2020 - Elsevier
The standard forms of bootstrap iteration are very computationally demanding. As a result,
there have been several attempts to alleviate the computational burden by use of …