期刊
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
卷 29, 期 3, 页码 608-619出版社
AMER STATISTICAL ASSOC
DOI: 10.1080/10618600.2020.1714633
关键词
bca method; Exponential families; Nonparametric intervals; Second-order accuracy
资金
- National Science Foundation [DMS 1608182]
- National Center for Research Resources, National Institutes of Health [1UL1 RR025744]
- [LM07033]
The standard intervals, for example, (theta) over cap +/- 1.96 (sigma) over cap for nominal 95% two-sided coverage, are familiar and easy to use, but can be of dubious accuracy in regular practice. Bootstrap confidence intervals offer an order of magnitude improvement-from first order to second order accuracy. This article introduces a new set of algorithms that automate the construction of bootstrap intervals, substituting computer power for the need to individually program particular applications. The algorithms are described in terms of the underlying theory that motivates them, along with examples of their application. They are implemented in the R package bcaboot. for this article are available online.
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