On the accuracy of approximate studentization

DOI10.1007/BF02925274zbMath0932.62024MaRDI QIDQ1381206

Donald A. S. Fraser, Augustine C. M. Wong

Publication date: 14 March 2000

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

averagingstudentizationconfidence distribution function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference (62F99)

Related Items

An averaging approach to prediction ⋮ Approximate studentization for Pareto distribution with application to censored data ⋮ Interval estimations of the two-parameter exponential distribution ⋮ Simple and accurate inference for the mean of the gamma model ⋮ TRANSFORMATIONS, MEANS, AND ACCURATE CONFIDENCE INTERVALS

Cites Work

• On approximate inference for the two-parameter gamma model
• Approximations of marginal tail probabilities and inference for scalar parameters
• A Two-Sample Test of Equal Gamma Distribution Scale Parameters with Unknown Common Shape Parameter
• Modified signed log likelihood ratio
• A note on partially Bayes inference and the linear model
• Approximate Studentization with marginal and conditional inference
• Two new properties of mathematical likelihood
• THE PROBABLE ERROR OF A MEAN
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