scholarly journals Simultaneous confidence intervals based on the percentile bootstrap approach

2008 ◽  
Vol 52 (4) ◽  
pp. 2158-2165 ◽  
Author(s):  
Micha Mandel ◽  
Rebecca A. Betensky
Keyword(s):  
Confidence Intervals ◽  
Simultaneous Confidence Intervals ◽  
Bootstrap Approach ◽  
Percentile Bootstrap

scholarly journals On the Admissibility of Simultaneous Bootstrap Confidence Intervals

Symmetry ◽  
2021 ◽  
Vol 13 (7) ◽  
pp. 1212
Author(s):  
Xin Gao ◽  
Frank Konietschke ◽  
Qiong Li
Keyword(s):  
Confidence Intervals ◽  
Delta Method ◽  
Lasso Regression ◽  
Bootstrap Confidence Intervals ◽  
Simultaneous Confidence Intervals ◽  
Multiple Parameters ◽  
Joint Inference ◽  
Smoothed Bootstrap ◽  
Bootstrap Approach ◽  
Percentile Bootstrap

Simultaneous confidence intervals are commonly used in joint inference of multiple parameters. When the underlying joint distribution of the estimates is unknown, nonparametric methods can be applied to provide distribution-free simultaneous confidence intervals. In this note, we propose new one-sided and two-sided nonparametric simultaneous confidence intervals based on the percentile bootstrap approach. The admissibility of the proposed intervals is established. The numerical results demonstrate that the proposed confidence intervals maintain the correct coverage probability for both normal and non-normal distributions. For smoothed bootstrap estimates, we extend Efron’s (2014) nonparametric delta method to construct nonparametric simultaneous confidence intervals. The methods are applied to construct simultaneous confidence intervals for LASSO regression estimates.

scholarly journals Simultaneous confidence intervals for ranks with application to ranking institutions

Biometrics ◽  
2020 ◽  
Author(s):  
Diaa Al Mohamad ◽  
Jelle J. Goeman ◽  
Erik W. van Zwet
Keyword(s):  
Confidence Intervals ◽  
Simultaneous Confidence Intervals

Simultaneous confidence intervals between tukey and scheffe

1996 ◽  
Vol 25 (7) ◽  
pp. 1583-1593
Author(s):  
Madeline J. Boyle ◽  
John D. Spurrier
Keyword(s):  
Confidence Intervals ◽  
Simultaneous Confidence Intervals
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