Stabilizing bootstrap-t confidence intervals for small samples

نویسنده

  • Alan M. POLANSKY
چکیده

A major use of the bootstrap methodology is in the construction of nonparametric confidence intervals. Although no consensus has yet been reached on the best way to proceed, theoretical and empirical evidence indicate that bootstrap-t intervals provide a reasonable solution to this problem. However, when applied to small data sets, these intervals can be unusually wide and unstable. The author presents techniques for stabilizing bootstrap-t intervals for small samples. His methods are motivated theoretically and investigated though simulations.

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تاریخ انتشار 1999