Partially parametric interval estimation of Pr\(\{Y>X\}\)

DOI10.1016/J.CSDA.2005.12.007zbMath1157.62369OpenAlexW1529282892MaRDI QIDQ1010537

Monica Chiogna, Gianfranco Adimari

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.12.007

zbMATH Keywords

confidence intervalempirical likelihoodarea under the ROC curvereceiver operating characteristic (ROC) curvestress-strength problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

A copula-based approach to account for dependence in stress-strength models ⋮ A stress-strength model with dependent variables to measure household financial fragility ⋮ Robust inference for the stress-strength reliability ⋮ Stress-strength based on \(m\)-generalized order statistics and concomitant for dependent families. ⋮ Fixed-accuracy confidence interval estimation of \(P(X<Y)\) under a geometric-exponential model

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• Semiparametric inference for a quantile comparison function with applications to receiver operating characteristic curves
• On Distribution-Free Confidence Bounds for PrY < X
• Inference for reliability and stress-strength for a scaled Burr type \(X\) distribution

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