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Stabilizing bootstrap‐ t confidence intervals for small samples
Author(s) -
Polansky Alan M.
Publication year - 2000
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315961
Subject(s) - nonparametric statistics , confidence interval , cdf based nonparametric confidence interval , statistics , robust confidence intervals , mathematics , econometrics , computer science
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 bootstra.‐ 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 bootstra.‐ t intervals for small samples. His methods are motivated theoretically and investigated though simulations.