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Simultaneous Confidence Intervals Based on the Percentile Bootstrap Approach

This note concerns the construction of bootstrap simultaneous confidence intervals (SCI) for m parameters. Given B bootstrap samples, we suggest an algorithm with complexity of O(mB log(B)). We apply our algorithm to construct a confidence region for time dependent probabilities of progression in mu...

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Détails bibliographiques
Auteurs principaux: Mandel, Micha, Betensky, Rebecca A.
Format: Artigo
Langue:Inglês
Publié: 2008
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC2440720/
https://ncbi.nlm.nih.gov/pubmed/19137059
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2007.07.005
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