Accurate confidence intervals in regression analyses of non-normal data

DOI10.1007/s10463-006-0085-1zbMath1184.62045OpenAlexW2108232773MaRDI QIDQ1039838

Robert J. Boik

Publication date: 23 November 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-006-0085-1

zbMATH Keywords

bootstrapkurtosisskewnessEdgeworth expansionCornish-Fisher transformationCharlier differential seriesone-sample \(t\)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA ⋮ Cornish-Fisher expansions using sample cumulants and monotonic transformations

Uses Software

• R
• MASS (R)

Cites Work

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