Contents 1 Bootstrap and Jackknife y 1.1 The Bootstrap........·..·..···.·.····· 1.1.1 Bootstrap Estimation of Standard Error ......5 l.l.2 Bootstrap Estimation of Bias·....。..:·。.·11 1.2 Jackknife..·。.·。·.···········。···· 16 l.3 Jackknife-after-Bootstrap.················· 22 1l.4 Bootstrap Confidence Intervals·..·.··.··.···· 26 1.4.1 The Standard Normal Bootstrap Confidence Interval 26 1.4.2 The Percentile Bootstrap Confidence Interval ...27 l.4.3 The Basic Bootstrap Confidence Interval.······ 28 1.4.4 The Bootstrap t interval.......·.·.····· 31 1.5 Better Bootstrap Confidence Intervals............ 35 l.6 Application:Cross Validation·.:...·.....··.·· 41 Previous Next First Last Back Forward 1Contents 1 Bootstrap and Jackknife 1 1.1 The Bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1.1 Bootstrap Estimation of Standard Error . . . . . . . 5 1.1.2 Bootstrap Estimation of Bias . . . . . . . . . . . . . 11 1.2 Jackknife . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 1.3 Jackknife-after-Bootstrap . . . . . . . . . . . . . . . . . . . 22 1.4 Bootstrap Confidence Intervals . . . . . . . . . . . . . . . . 26 1.4.1 The Standard Normal Bootstrap Confidence Interval 26 1.4.2 The Percentile Bootstrap Confidence Interval . . . . 27 1.4.3 The Basic Bootstrap Confidence Interval . . . . . . . 28 1.4.4 The Bootstrap t interval . . . . . . . . . . . . . . . . 31 1.5 Better Bootstrap Confidence Intervals . . . . . . . . . . . . 35 1.6 Application: Cross Validation . . . . . . . . . . . . . . . . . 41 Previous Next First Last Back Forward 1