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Stat 5601 (Geyer) Examples (Subsampling Bootstrap Confidence Intervals)


General Instructions

To do each example, just click the "Submit" button. You do not have to type in any R instructions or specify a dataset. That's already done for you.


Now that we have some idea of how (Efron style) bootstrap confidence intervals work, we can return to the subsampling bootstrap and look at the kind of confidence intervals Politis and Romano (1994) recommend for the subsampling bootstrap.

Somewhat suprisingly, they recommend the kind of intervals that Efron and Tibshirani disparage in Section 13.4 titles Is the Percentile Interval Backwards?. This section is a response to the recommendations of Hall (The Bootstrap and Edgeworth Expansion, Springer, 1992, and earlier papers) where he charactizes bootstrap percentile intervals as looking up [in] the wrong statistical tables backwards.

We take no sides on the argument between Efron and Hall. There are arguments on both sides, and either method performs well in some examples and badly in others.

However, for the subsampling bootstrap, there seems to be no dispute. The standard method for the subsampling bootstrap is very much like what Hall recommends for the ordinary bootstrap.

This method is explained in a handout (which will be handed out in class). If you want to see what it looks like in various formats

HTML   PostScript   PDF

Time Series


Extreme Values

External Data Entry

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