VARIANCE STABILIZATION AND THE BOOTSTRAP
成果类型：
Article
署名作者：
TIBSHIRANI, R
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/75.3.433
发表日期：
1988
页码：
433444
关键词：
摘要：
We investigate the use of a variance stabilizing transformation for the computation of a bootstrap t confidence interval. The transformation is estimated in an ''automatic'' manner through an initial bootstrap step. A bootstrap t interval is then computed for the variance stabilized parameter and the interval is mapped back to the original scale. The resultant procedure is second-order correct in some settings, invariant and in a number of examples it performs better than the usual untransformed bootstrap t interval. It also requires far less computation. The new interval is compared with Efron''s BCa procedure and the two methods are seen to produce similar results.
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