title: Simultaneous Confidence Intervals Based on the Percentile Bootstrap Approach.
abstract: 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 multiple sclerosis and for coefficients in a logistic regression analysis. Alternative normal based simultaneous confidence intervals are presented and compared to the bootstrap intervals.
authors.affiliation: The Hebrew University of Jerusalem.
authors.forename: Micha
authors.initials: M
authors.lastname: Mandel
authors.forename: Rebecca A
authors.initials: RA
authors.lastname: Betensky