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- Title
Variance stabilization and the bootstrap.
- Authors
TIBSHIRANI, ROBERT
- Abstract
We investigate the use of a variance stabilizing transformation for the computation of a bootstrap 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 / interval. It also requires far less computation. The new interval is compared with Efron's BC procedure and the two methods are seen to produce similar results.
- Publication
Biometrika, 1988, Vol 75, Issue 3, p433
- ISSN
0006-3444
- Publication type
Article