Simultaneous confidence intervals based on the percentile bootstrap approach

This note concerns the construction of bootstrap simultaneous confidence intervals (SCI) for mm parameters. Given BB bootstrap samples, we suggest an algorithm with complexity of O(mBlog(B))O(mBlog(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.