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Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy

B. Efron and R. Tibshirani
Statistical Science
Vol. 1, No. 1 (Feb., 1986), pp. 54-75
Stable URL: http://www.jstor.org/stable/2245500
Page Count: 22
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Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy
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Abstract

This is a review of bootstrap methods, concentrating on basic ideas and applications rather than theoretical considerations. It begins with an exposition of the bootstrap estimate of standard error for one-sample situations. Several examples, some involving quite complicated statistical procedures, are given. The bootstrap is then extended to other measures of statistical accuracy such as bias and prediction error, and to complicated data structures such as time series, censored data, and regression models. Several more examples are presented illustrating these ideas. The last third of the paper deals mainly with bootstrap confidence intervals.

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