Simultaneous confidence intervals based on the percentile bootstrap approach

被引：44

作者：

Mandel, Micha ^{[1
]}

Betensky, Rebecca A. ^{[2
]}

机构：

[1] Hebrew Univ Jerusalem, Dept Stat, IL-91905 Jerusalem, Israel

[2] Harvard Univ, Sch Publ Hlth, Cambridge, MA 02138 USA

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2008年 / 52卷 / 04期

关键词：

Bonferroni; confidence region; discrete survival curve; multiple sclerosis; normal bound;

D O I：

10.1016/j.csda.2007.07.005

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This note concerns the construction of bootstrap simultaneous confidence intervals (SCI) for m parameters. Given B bootstrap samples, we suggest an algorithm with complexity of O(mB log(B)). We apply our algorithm to construct a confidence region for time dependent probabilities of progression in multiple sclerosis and for coefficients in a logistic regression analysis. Alternative normal based simultaneous confidence intervals are presented and compared to the bootstrap intervals. (C) 2007 Elsevier B.V. All rights reserved.

引用

页码：2158 / 2165

页数：8

共 50 条

[21] BOOTSTRAP CONFIDENCE-INTERVALS AND BOOTSTRAP APPROXIMATIONS
DICICCIO, T
TIBSHIRANI, R
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1987, 82 (397) : 163 - 170
[22] ON THE BOOTSTRAP AND CONFIDENCE-INTERVALS
HALL, P
[J]. ANNALS OF STATISTICS, 1986, 14 (04): : 1431 - 1452
[23] Good-bootstrap: simultaneous confidence intervals for large alphabet distributions
Marton, Daniel
Painsky, Amichai
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2024,
[24] Bootstrap confidence intervals in multi-level simultaneous component analysis
Timmerman, Marieke E.
Kiers, Henk A. L.
Smilde, Age K.
Ceulemans, Eva
Stouten, Jeroen
[J]. BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY, 2009, 62 : 299 - 318
[25] Bootstrap confidence intervals in DirectLiNGAM
Thamvitayakul, Kittitat
Shimizu, Shohei
Ueno, Tsuyoshi
Washio, Takashi
Tashiro, Tatsuya
[J]. 12TH IEEE INTERNATIONAL CONFERENCE ON DATA MINING WORKSHOPS (ICDMW 2012), 2012, : 659 - 668
[26] Bootstrap confidence intervals - Comment
Hall, P
Martin, MA
[J]. STATISTICAL SCIENCE, 1996, 11 (03) : 212 - 228
[27] Nonparametric confidence intervals based on extreme bootstrap percentiles
Lee, SMS
[J]. STATISTICA SINICA, 2000, 10 (02) : 475 - 496
[28] Estimating confidence intervals for cerebral autoregulation: a parametric bootstrap approach
Bryant, Jack E. D.
Birch, Anthony A.
Panerai, Ronney B.
Nikolic, Dragana
Bulters, Diederik
Simpson, David M.
[J]. PHYSIOLOGICAL MEASUREMENT, 2021, 42 (10)
[29] ON SYMMETRIC BOOTSTRAP CONFIDENCE-INTERVALS
HALL, P
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1988, 50 (01): : 35 - 45
[30] Bootstrap Confidence Intervals for Noise Indicators
Stepien, Bartlomiej
[J]. ACTA ACUSTICA UNITED WITH ACUSTICA, 2016, 102 (02) : 389 - 397

← 1 2 3 4 5 →