Cited by 2,286Statistical Methods and InferenceProbability and Statistical ResearchStatistical Distribution Estimation and Applications

Bootstrap confidence intervals

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DiCiccio, Thomas J., Efron, Bradley·1996·Statistical Science

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.

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Authors
DiCiccio, T. J., & Efron, B.
Affiliations
  • Cornell University (US)
  • Stanford University (US)
Venue
Statistical Science
Published
1996-09-01
Volume
11
Issue
3
Pages
189-228
ISSN
  • 0883-4237 (ISSN-L)
  • 2168-8745
OpenAlex
W1507985183
Cited by
2,286
References
56
Citations by year
2026: 155 · 2025: 164 · 2024: 161 · 2023: 154 · 2022: 178 · 2021: 173 · 2020: 139 · 2019: 108 · 2018: 117 · 2017: 103 · 2016: 91 · 2015: 108 · 2014: 88 · 2013: 80 · 2012: 77
FWCI
12.16
Type
journal article
Language
en
Open access
Locations
  • Statistical Science (publishedVersion)
  • Project Euclid (Cornell University) (submittedVersion)
Funders
Engineering and Physical Sciences Research Council
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Distribution Estimation and Applications
Keywords
bootstrap confidence intervals, calibration intervals, statistical inference

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