Bootstrap confidence intervals
Open accessAbstract
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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The 95% confidence intervals shown in Fig. 2c, d are calculated using bootstrapping and show higher error where data are sparse.
“The 95% con fi dence interval shown in Fig. 2c, d are calculated using bootstrapping 33 and shows higher error where data are sparse.”
From Experimental reaction rates constrain estimates of ozone response to calcium carbonate geoengineering (2020) · cites this paper as [33]
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- Authors
- DiCiccio, T. J., & Efron, B.
- Affiliations
- Cornell University (US)
- Stanford University (US)
- ORCID
- DiCiccio, Thomas J.
- Venue
- Statistical Science
- Publisher
- Institute of Mathematical Statistics
- 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
- bronze
- doi.org
- 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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