The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Qualms about Bootstrap Confidence Intervals
Abstract
The percentile method and bias-corrected percentile method of Efron (1981, 1982) are discussed. When these methods are used to construct nonparametric confidence intervals for the variance of a normal distribution, the coverage probabilities are substantially below the nominal level for small to moderate samples. This is due to the inapplicability of assumptions underlying the methods. These assumptions are difficult or impossible to check in the complicated situations for which the bootstrap is intended. Therefore, bootstrap confidence intervals should be used with caution in complex problems.
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Cites
The Jackknife, the Bootstrap and Other Resampling Plans
Efron, B. (1982) · Society for Industrial and Applied Mathematics eBooks · doi:10.1137/1.9781611970319 · Cited by 8,120
Cited by
Efron, B., & Tibshirani, R. (1986) · Statistical Science · doi:10.1214/ss/1177013815 · Cited by 6,033
Better Bootstrap Confidence Intervals
Efron, B. (1987) · Journal of the American Statistical Association · doi:10.1080/01621459.1987.10478410 · Cited by 3,364
Advantages of Monte Carlo confidence intervals for indirect effects
Preacher, K. J., & Selig, J. P. (2012) · Communication Methods and Measures · doi:10.1080/19312458.2012.679848 · Cited by 1,908
Entanglement-free Heisenberg-limited phase estimation
Higgins, B. L., Berry, D. W., Bartlett, S. D., Wiseman, H. M., & Pryde, G. J. (2007) · Nature · doi:10.1038/nature06257 · Cited by 628
Testing the Predictive Power of Dividend Yields
GOETZMANN, W. N., & JORION, P. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04732.x · Cited by 373
Metadata
- Authors
- Schenker, N.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 1985-06
- Volume
- 80
- Issue
- 390
- Pages
- 360-361
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2089790615
- Cited by
- 161
- References
- 1
- FWCI
- 11.48
- Type
- journal article
- Language
- en
- Open access
- closed
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