 Bootstrap-t confidence interval

For each bootstrap sample, form $T^{\ast }=({\hat{\theta }}^{\ast }-\hat{\theta })/{\hat{s}}^{\ast }$, using that sample's estimated standard error, possibly from a nested bootstrap. If $q_p$ are conditional quantiles of $T^{\ast }$ and $\hat{s}$ is the original estimated standard error, invert the studentized inequalities to obtain the displayed interval. The quantile order is reversed by subtraction. Its coverage is approximate and requires a nondegenerate statistic and suitable bootstrap regularity.