Bootstrap Tilting Conndence Intervals Bootstrap Tilting Conndence Intervals
نویسنده
چکیده
Bootstrap tilting con dence intervals could be the method of choice in many applications for reasons of both speed and accuracy With the right implementation tilting intervals are times as fast as bootstrap BC a limits in terms of the number of bootstrap samples needed for comparable simulation accuracy Thus bootstrap samples might su ce instead of Tilting limits have other desirable properties second order accuracy transformation invariance and certain variations of these limits o er better nite sample coverage and or shorter intervals on average than competing procedures
منابع مشابه
Bootstrap Tilting Conndence Intervals and Hypothesis Tests
Bootstrap tilting conndence intervals could be the method of choice in many applications for reasons of both speed and accuracy. With the right implementation , tilting intervals are 37 times as fast as bootstrap BC-a limits, in terms of the number of bootstrap samples needed for comparable simulation accuracy. Thus 100 bootstrap samples might suuce instead of 3700. Tilting limits have other de...
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We construct bootstrap conndence intervals for smoothing spline and smoothing spline ANOVA estimates based on Gaussian data, and penalized likelihood smoothing spline estimates based on data from exponential families. Several variations of bootstrap conndence intervals are considered and compared. We nd that the commonly used bootstrap percentile intervals are inferior to the T intervals and to...
متن کاملBootstrap Tilting Con dence Intervals and Hypothesis Tests
Bootstrap tilting con dence intervals could be the method of choice in many applications for reasons of both speed and accuracy With the right implementa tion tilting intervals are times as fast as bootstrap BC a limits in terms of the number of bootstrap sam ples needed for comparable simulation accuracy Thus bootstrap samples might su ce instead of Tilting limits have other desirable properti...
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Bootstrap methods in curve estimation have been introduced for smoothing parameter selection and for construction of conndence intervals. Most of the papers on conndence intervals use explicit bias estimation or the technique of \undersmoothing" to deal with bias. Coverage accuracy has only been considered for curve estimates with constant variance function. In this paper we show that explicit ...
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