Nonparametric standard errors and confidence intervals
- 1 January 1981
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 9 (2) , 139-158
- https://doi.org/10.2307/3314608
Abstract
We investigate several nonparametric methods; the bootstrap, the jackknife, the delta method, and other related techniques. The first and simplest goal is the assignment of nonparametric standard errors to a real‐valued statistic. More ambitiously, we consider setting nonparametric confidence intervals for a real‐valued parameter. Building on the well understood case of confidence intervals for the median, some hopeful evidence is presented that such a theory may be possible.Keywords
This publication has 13 references indexed in Scilit:
- Censored Data and the BootstrapJournal of the American Statistical Association, 1981
- The Jackknife Estimate of VarianceThe Annals of Statistics, 1981
- The Bayesian BootstrapThe Annals of Statistics, 1981
- Computers and the Theory of Statistics: Thinking the UnthinkableSIAM Review, 1979
- Bootstrap Methods: Another Look at the JackknifeThe Annals of Statistics, 1979
- Modified t Tests and Confidence Intervals for Asymmetrical PopulationsJournal of the American Statistical Association, 1978
- Necessary Analysis and Adaptive InferenceJournal of the American Statistical Association, 1976
- Necessary and Sufficient Conditions for Asymptotic Joint Normality of a Statistic and Its Subsample ValuesThe Annals of Statistics, 1975
- The Influence Curve and its Role in Robust EstimationJournal of the American Statistical Association, 1974
- Using Subsample Values as Typical ValuesJournal of the American Statistical Association, 1969