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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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Construction of bootstrap confidence intervals on sensitivity indices computed by polynomial chaos expansion

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Uncertainty analysis of a large break loss of coolant accident in a pressurized water reactor using non-parametric methods

TL;DR: This paper explores the performance of alternative non-parametric methods as compared to the Wilks’ method of obtaining such Figure-of-Merits tolerance intervals and proposes four performance metrics to measure the coverage, dispersion, conservativeness, and robustness of the tolerance intervals.
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Statistical modelling of extreme precipitation indices for the Mediterranean area under future climate change

TL;DR: In this article, the predicted changes of extreme precipitation in the Mediterranean area up until the end of the 21st century are analyzed by means of statistical downscaling, where generalized linear models are used as downscales technique to assess different percentile-based indices of extreme rainfall on a fine-scale spatial resolution.
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.