scispace - formally typeset
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.

read more

Content maybe subject to copyright    Report

Citations
More filters
Journal ArticleDOI

Tomato consumption and intake of lycopene as predictors of the incidence of prostate cancer: the Adventist Health Study-2.

TL;DR: Consumption of canned and cooked tomatoes may reduce the risk of prostate cancer because these products contain more available lycopene, and an observational study cannot exclude confounding by some unidentified, prostate cancer preventive factor.
Journal ArticleDOI

Pulse transit time estimation of aortic pulse wave velocity and blood pressure using machine learning and simulated training data.

TL;DR: In this article, the authors carried out theoretical assessment of estimating aortic pulse wave velocity, diastolic and systolic blood pressure and stroke volume using pulse transit/arrival timings derived from photopletyshmography signals.
Journal ArticleDOI

On the Mass-Period Distributions and Correlations of Extrasolar Planets

TL;DR: In this paper, the authors constructed a correlated mass-period distribution function of extrasolar planets using β-distributed random variables and confirmed that there is a positive mass-time correlation for extrasolar worlds.
Journal ArticleDOI

Control variates and importance sampling for efficient bootstrap simulations

TL;DR: Two modifications to classical importance sampling are discussed—a weighted average estimate and a mixture design distribution that make importance sampling robust and allow moments to be estimated from the same bootstrap simulation used to estimate quantiles.
Journal ArticleDOI

The Moderation Role of Transformational Leadership in the Effect of Instructional Leadership on Teacher Professional Learning and Instructional Practice: An Integrated Leadership Perspective:

TL;DR: In this article, integrated leadership has received significant scholarly attention in the past decade, most existing research has focused on its impact on student achievement and often failed to consider the impact of integrated leadership in student achievement.
References
More filters
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.