The Automatic Construction of Bootstrap Confidence Intervals

DOI10.1080/10618600.2020.1714633OpenAlexW2998897159WikidataQ126356443 ScholiaQ126356443MaRDI QIDQ5066007

Efron, Bradley, Balasubramanian Narasimhan

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7958418

zbMATH Keywords

exponential familiessecond-order accuracybca methodnonparametric intervals

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Rejoinder: Confidence Intervals for Nonparametric Empirical Bayes Analysis, Treatment effect identification using two-level designs with partially ignorable missing data, Confidence intervals for ratios of means applied to corpus-based word frequency classes, The Automated Bias-Corrected and Accelerated Bootstrap Confidence Intervals for Risk Measures, bcaboot

Uses Software

• R
• likelihoodAsy

Cites Work

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• Bootstrap confidence intervals. With comments and a rejoinder by the authors
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• More accurate confidence intervals in exponential families
• Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review
• Estimation and Accuracy After Model Selection
• The bootstrap and Edgeworth expansion
• Modern Likelihood‐Frequentist Inference