An Introduction to the Bootstrap.
Paul Marriott, B. Efron, Robert Tibshirani
Abstract
Paul Marriott, B. Efron, Robert Tibshirani
Abstract
Introduction The Accuracy of a Sample Mean Random Samples and Probabilities The Empirical Distribution Function and the Plug-In Principle Standard Errors and Estimated Standard Errors The Bootstrap Estimate of Standard Error Bootstrap Standard Errors: Some Examples More Complicated Data Structures Regression Models Estimates of Bias The Jackknife Confidence Intervals Based on Bootstrap Tables Confidence Intervals Based on Bootstrap Percentiles Better Bootstrap Confidence Intervals Permutation Tests Hypothesis Testing with the Bootstrap Cross-Validation and Other Estimates of Prediction Error Adaptive Estimation and Calibration Assessing the Error in Bootstrap Estimates A Geometrical Representation for the Bootstrap and Jackknife An Overview of Nonparametric and Parametric Inference Further Topics in Bootstrap Confidence Intervals Efficient Bootstrap Computations Approximate Likelihoods Bootstrap Bioequivalence Discussion and Further Topics Appendix: Software for Bootstrap Computations References
OpenAlex reports 741 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Introduction The Accuracy of a Sample Mean Random Samples and Probabilities The Empirical Distribution Function and the Plug-In Principle Standard Errors and Estimated Standard Errors The Bootstrap Estimate of Standard Error Bootstrap Standard Errors: Some Examples More Complicated Data Structures Regression Models Estimates of Bias The Jackknife Confidence Intervals Based on Bootstrap Tables Confidence Intervals Based on Bootstrap Percentiles Better Bootstrap Confidence Intervals Permutation Tests Hypothesis Testing with the Bootstrap Cross-Validation and Other Estimates of Prediction Error Adaptive Estimation and Calibration Assessing the Error in Bootstrap Estimates A Geometrical Representation for the Bootstrap and Jackknife An Overview of Nonparametric and Parametric Inference Further Topics in Bootstrap Confidence Intervals Efficient Bootstrap Computations Approximate Likelihoods Bootstrap Bioequivalence Discussion and Further Topics Appendix: Software for Bootstrap Computations References
Key concepts: Jackknife resampling, Confidence interval, Resampling, Statistics, Mathematics, Robust confidence intervals, Standard error, Bootstrapping (finance)