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Open AccessJournal ArticleDOI

Bootstrap Confidence Intervals

Thomas J. DiCiccio, +1 more
- 01 Sep 1996 - 
- Vol. 11, Iss: 3, pp 189-228
TLDR
Bootstrap methods for estimating confidence intervals have been surveyed in this article, with a focus on improving the accuracy of the standard confidence intervals in a way that allows routine application even to very complicated problems.
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.

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Citations
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Effects of Egg and Circulating Testosterone on Ring‐Necked Pheasant (Phasianus colchicus) Male Traits and Combat Outcome

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Probabilistic Modeling and Bayesian Filtering for Improved State Estimation for Soft Robots

TL;DR: A method of estimating real-time states of soft robots by filtering noisy output signals and including hysteresis in the models using a Bayesian network and shows significant improvement in state estimation compared to conventional estimation methods.
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On estimation and diagnostics analysis in log-generalized gamma regression model for interval-censored data

TL;DR: In this article, a location-scale regression model based on the log-generalized gamma distribution is proposed for modeling interval-censored data, where the event of interest is not observed exactly but it is only known to occur within some time interval.
Journal ArticleDOI

The DURATIONS randomised trial design: Estimation targets, analysis methods and operating characteristics

TL;DR: The operating characteristics (type-1 and type-2 errors) of different statistical methods of drawing inference from the estimated curve are investigated to show that the bootstrap approach has good operating characteristics in a wide range of scenarios and can be used with confidence by researchers wishing to design a DURATIONS trial to reduce treatment duration.
ReportDOI

Reliability of confidence intervals calculated by bootstrap and classical methods using the FIA 1-ha plot design

TL;DR: In simulation sampling from forest populations using sample sizes of 20, 40, and 60 plots respectively, confidence intervals based on the bootstrap (accelerated, percentile, and t-distribution based) were calculated and compared with thosebased on the classical t confidence intervals for mapped populations and subdomains within those populations.
References
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Book

An introduction to the bootstrap

TL;DR: This article presents bootstrap methods for estimation, using simple arguments, with Minitab macros for implementing these methods, as well as some examples of how these methods could be used for estimation purposes.
Journal ArticleDOI

Bootstrap Methods: Another Look at the Jackknife

TL;DR: In this article, the authors discuss the problem of estimating the sampling distribution of a pre-specified random variable R(X, F) on the basis of the observed data x.
Book

Bootstrap Methods and Their Application

TL;DR: In this paper, a broad and up-to-date coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis, is given, along with a disk of purpose-written S-Plus programs for implementing the methods described in the text.
Journal ArticleDOI

Better Bootstrap Confidence Intervals

TL;DR: In this article, the authors consider the problem of setting approximate confidence intervals for a single parameter θ in a multiparameter family, and propose a method to automatically incorporate transformations, bias corrections, and so on.

Beiter Bootstrap Confidence Intervals

Bradley Efron
TL;DR: In this article, the authors consider the problem of setting approximate confidence intervals for a single parameter 0 in a multiparameter family, and propose the bootstrap confidence intervals that automatically incorporate transformations, bias corrections, and so forth.