Suppr超能文献

自助法置信区间的自动构建。

The automatic construction of bootstrap confidence intervals.

作者信息

Efron Bradley, Narasimhan Balasubramanian

机构信息

Department of Biomedical Data Sciences and Department of Statistics Stanford University.

出版信息

J Comput Graph Stat. 2020;29(3):608-619. doi: 10.1080/10618600.2020.1714633. Epub 2020 Mar 12.

Abstract

The standard intervals, e.g., for nominal 95% two-sided coverage, are familiar and easy to use, but can be of dubious accuracy in regular practice. Bootstrap confidence intervals offer an order of magnitude improvement-from first order to second order accuracy. This paper introduces a new set of algorithms that automate the construction of bootstrap intervals, substituting computer power for the need to individually program particular applications. The algorithms are described in terms of the underlying theory that motivates them, along with examples of their application. They are implemented in the R package bcaboot.

摘要

标准区间,例如用于名义95%双侧覆盖的区间,为人所熟知且易于使用,但在常规实践中其准确性可能存疑。自助置信区间提供了一个数量级的改进——从一阶精度提升到二阶精度。本文介绍了一组新的算法,这些算法可自动构建自助区间,用计算机算力替代了针对特定应用进行单独编程的需求。文中根据激发这些算法的基础理论对其进行了描述,并给出了应用示例。它们在R包bcaboot中得以实现。

相似文献

1
The automatic construction of bootstrap confidence intervals.自助法置信区间的自动构建。
J Comput Graph Stat. 2020;29(3):608-619. doi: 10.1080/10618600.2020.1714633. Epub 2020 Mar 12.
6
Constructing Optimal Prediction Intervals by Using Neural Networks and Bootstrap Method.使用神经网络和自举法构建最优预测区间。
IEEE Trans Neural Netw Learn Syst. 2015 Aug;26(8):1810-5. doi: 10.1109/TNNLS.2014.2354418. Epub 2014 Sep 10.

引用本文的文献

4
Probabilistic weather forecasting with machine learning.基于机器学习的概率天气预报。
Nature. 2025 Jan;637(8044):84-90. doi: 10.1038/s41586-024-08252-9. Epub 2024 Dec 4.

本文引用的文献

1
Estimation and Accuracy after Model Selection.模型选择后的估计与准确性。
J Am Stat Assoc. 2014 Jul 1;109(507):991-1007. doi: 10.1080/01621459.2013.823775.

文献AI研究员

20分钟写一篇综述,助力文献阅读效率提升50倍。

立即体验

用中文搜PubMed

大模型驱动的PubMed中文搜索引擎

马上搜索

文档翻译

学术文献翻译模型,支持多种主流文档格式。

立即体验