关于BC_a置信区间中自助法重复次数的选择

ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS

Econometric Theory · 2002
被引 48
人大 A-ABS 4

中文导读

研究了如何选择自助法重复次数B,使得BC_a置信区间接近理想自助置信区间(B=∞),并提出了一个三步法来保证区间长度偏差很小。

Abstract

This paper considers the problem of choosing the number of bootstrap repetitions B to use with the BC a bootstrap confidence intervals introduced by Efron (1987, Journal of the American Statistical Association 82, 171–200). Because the simulated random variables are ancillary, we seek a choice of B that yields a confidence interval that is close to the ideal bootstrap confidence interval for which B = ∞. We specify a three-step method of choosing B that ensures that the lower and upper lengths of the confidence interval deviate from those of the ideal bootstrap confidence interval by at most a small percentage with high probability.

BCa置信区间Bootstrap重复次数置信区间精度