Statistical Science

Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy

B. Efron and R. Tibshirani

Full-text: Open access

Abstract

This is a review of bootstrap methods, concentrating on basic ideas and applications rather than theoretical considerations. It begins with an exposition of the bootstrap estimate of standard error for one-sample situations. Several examples, some involving quite complicated statistical procedures, are given. The bootstrap is then extended to other measures of statistical accuracy such as bias and prediction error, and to complicated data structures such as time series, censored data, and regression models. Several more examples are presented illustrating these ideas. The last third of the paper deals mainly with bootstrap confidence intervals.

Article information

Source
Statist. Sci. Volume 1, Number 1 (1986), 54-75.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.ss/1177013815

Digital Object Identifier
doi:10.1214/ss/1177013815

Mathematical Reviews number (MathSciNet)
MR833275

Zentralblatt MATH identifier
0587.62082

JSTOR
links.jstor.org

Keywords
Bootstrap method estimated standard errors approximate confidence intervals nonparametric methods

Citation

Efron, B.; Tibshirani, R. Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy. Statist. Sci. 1 (1986), no. 1, 54--75. doi:10.1214/ss/1177013815. https://projecteuclid.org/euclid.ss/1177013815


Export citation

See also

  • See Comment: J. A. Hartigan. [Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy]: Comment. Statist. Sci., Volume 1, Number 1 (1986), 75--77.
  • See Comment: B. Efron, R. Tibshirani. [Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy]: Rejoinder. Statist. Sci., Volume 1, Number 1 (1986), 77--77.