Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analy…
"Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Nikolaos Ignatiadis and Stefan Wager." Journal of the American Statistical Association, 117(539), pp. 1179–…
The Automatic Construction of Bootstrap Confidence Intervals
The standard intervals, for example, θˆ±1.96σˆ for nominal 95% two-sided coverage, are familiar and easy to use, but can be of dubious accuracy in regular practice. Bootstrap confidence interv…
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