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August 1996 Bootstrap confidence intervals
Thomas J. DiCiccio, Bradley Efron
Statist. Sci. 11(3): 189-228 (August 1996). DOI: 10.1214/ss/1032280214

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.

Citation

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Thomas J. DiCiccio. Bradley Efron. "Bootstrap confidence intervals." Statist. Sci. 11 (3) 189 - 228, August 1996. https://doi.org/10.1214/ss/1032280214

Information

Published: August 1996
First available in Project Euclid: 17 September 2002

zbMATH: 0955.62574
MathSciNet: MR1436647
Digital Object Identifier: 10.1214/ss/1032280214

Rights: Copyright © 1996 Institute of Mathematical Statistics

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Vol.11 • No. 3 • August 1996
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