Nonparametric standard errors and confidence intervals

作者：Bradley Efron · 发表于：Canadian Journal of Statistics · 年份：1981 · DOI：10.2307/3314608 · 被引用次数：690 · 研究领域：Advanced Statistical Methods and Models、Statistical Methods and Inference、Statistical Methods and Bayesian Inference

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.