The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Bootstrap confidence intervals for a class of parametric problems
Abstract
We consider the following class of problems: having observed a multivariate normal data vector y with unknown mean vector η, covariance matrix the identity, find an approximate confidence interval for ø = t(η), a real-valued function of η. A simple geometric construction is given which leads to highly accurate solutions. This construction shows that the standard approximation based on maximum likelihood theory, ø7plusmn;σz(α), can be quite misleading when ø is nonlinear in η. We discuss bootstrap-based confidence intervals which remove most of the error in the standard approximation, at the expense of considerably more calculation. The bootstrap intervals are invariant under transformation of both y and η, and so they automatically produce accurate solutions in problems which can be transformed to multivariate normality, without requiring knowledge of the normalizing transformation.
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Citations
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
Self-citation
Cited by
Efron, B., & Tibshirani, R. (1986) · Statistical Science · doi:10.1214/ss/1177013815 · Cited by 6,033
Self-citationAn approximately unbiased test of phylogenetic tree selection
Shimodaira, H. (2002) · Systematic Biology · doi:10.1080/10635150290069913 · Cited by 2,791
A review of bootstrap confidence intervals
Diciccio, T. J., & Romano, J. P. (1988) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1988.tb01732.x · Cited by 314
Bootstrap confidence intervals and bootstrap approximations
Diciccio, T., & Tibshirani, R. (1987) · Journal of the American Statistical Association · doi:10.1080/01621459.1987.10478409 · Cited by 95
Temporal patterns in daily measurements of inorganic and organic speciated PM2.5 in Denver
Dutton, S. J., Rajagopalan, B., Vedal, S., & Hannigan, M. P. (2010) · Atmospheric Environment · doi:10.1016/j.atmosenv.2009.06.006 · Cited by 33
Metadata
- Authors
- EFRON, B.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1985
- Volume
- 72
- Issue
- 1
- Pages
- 45-58
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W2161772062
- Cited by
- 289
- References
- 1
- FWCI
- 8.48
- Type
- journal article
- Language
- en
- Open access
- closed
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