Nonparametric confidence intervals based on extreme bootstrap percentiles

Statistica Sinica

Volumn 10, Issue 2, 2000, Pages 475-496

  Lee, Stephen M S ^a  

^a UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bootstrap; Confidence limit; Coverage; Edgeworth expansion; Equi tailed; Extreme percentile; Monte Carlo; Noncoverage; Smooth function model

Indexed keywords

EID: 0034414849     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (18)

1. Beran, R. (1987). Prepivoting to reduce level error of confidence sets. Biometrika 74, 457-468.
2. Bhattacharya, R. N. and Ghosh, J. K. (1978). On the validity of the formal Edgeworth expansion. Ann. Statist. 6, 434-485.
3. Booth, J. G. and Hall, P. (1994). Monte Carlo approximation and the iterated bootstrap. Biometrika 81, 331-340.
4. Booth, J. and Presnell, B. (1998). Allocation of Monte Carlo resources for the iterated bootstrap. J. Comput. Graph. Statist. 7, 92-112.
5. DiCiccio, T. J. and Efron, B. (1996). Bootstrap confidence intervals (with Discussion). Statist. Sci. 11, 189-228.
6. Efron, B. (1979). Bootstrap methods: another look at the jackknife. Ann. Statist. 7, 1-26.
7. Efron, B. (1981). Nonparametric standard errors and confidence intervals (with Discussion). Canad. J. Statist. 9, 139-172.
8. Efron, B. (1987). Better bootstrap confidence intervals. (with Discussion). J. Amer. Statist. Assoc. 82, 171-200.
9. Hall, P. (1986). On the number of bootstrap simulations required to construct a confidence interval. Ann. Statist. 14, 1453-1462.
10. Hall, P. (1992). The Bootstrap and Edgeworth Expansion. Springer, New York.
11. Hinkley, D. V. and Wei, B. C. (1984). Improvement of jackknife confidence limit methods. Biometrika 71, 331-339.
12. Lee, S. M. S. and Young, G. A. (1995). Asymptotic iterated bootstrap confidence intervals. Ann. Statist. 23, 1301-1330.
13. Lee, S. M. S. and Young, G. A. (1999). The effect of Monte Carlo approximation on coverage error of double-bootstrap confidence intervals. J. Roy. Statist. Soc. Ser. B 61, 353-366.
14. Polansky, A. M. (1997). Bandwidth selection for the smoothed bootstrap percentile method. Preprint.
15. Polansky, A. M. and Schucany, W. R. (1997). Kernel smoothing to improve bootstrap confidence intervals. J. Roy. Statist. Soc. Ser. B 59, 821-838.
16. Reiss, R.-D. (1989). Approximate Distributions of Order Statistics: With Applications to Nonparametric Statistics. Springer, New York.
17. Shao, J. and Tu, D. (1995). The Jackknife and Bootstrap. Springer, New York.
18. Tu, D. (1992). Approximating the distribution of a general standardized functional statistic with that of jackknife pseudovalues. In Exploring the Limits of Bootstrap, (Edited by R. LePage and L. Billard), 279-306. Wiley, New York.