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The Bootstrap Method for Assessing Statistical Accuracy

Behaviormetrika volume 12, pages 1–35 (1985)Cite this article

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Abstract

This is an invited review of bootstrap methods. It begins with an exposition of the bootstrap estimate of standard error for one-sample situations. Several examples, some involving quite complicated statistical procedures, are given. The bootstrap is then extended to other measures of statistical accuracy, like bias and prediction error, and to complicated data structures such as time series, censored data, and regression models. Several more examples are presented illustrating these ideas. The last third of the paper deals mainly with bootstrap confidence intervals. The paper ends with a FORTRAN program for bootstrap standard errors.

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Authors and Affiliations

  1. Department of Statistics, Stanford University, Stanford, California, 94305, USA

    Bradley Efron & Robert Tibshirani

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  1. Bradley Efron
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  2. Robert Tibshirani
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The original online version of this article was revised due to the retrospective open access order.

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Efron, B., Tibshirani, R. The Bootstrap Method for Assessing Statistical Accuracy. Behaviormetrika 12, 1–35 (1985). https://doi.org/10.2333/bhmk.12.17_1

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Key Words and Phrases

  • Bootstrap method
  • estimated standard errors
  • approximate confidence intervals
  • nonparametric methods