Confidence interval estimation of overlap: equal means case.

DOI10.1016/S0167-9473(99)00096-1zbMath1054.62502MaRDI QIDQ1583061

R. Smith

Publication date: 26 October 2000

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

zbMATH Keywords

bootstrapjackknifeMatusita's measureMorisita's measureOverlap coefficientsWeitzman's measure

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (15)

Kernel method for overlapping coefficients estimation ⋮ Parametric methods for confidence interval estimation of overlap coefficients ⋮ Testing the equality of two double-parameter exponential distributions via overlap coefficient ⋮ Kernel method for estimating overlapping coefficient using numerical integration methods ⋮ Inference on Overlap for Two Inverse Gaussian Populations: Equal Means Case ⋮ A nonparametric test of symmetry based on the overlapping coefficient ⋮ Selection Using Overlap Coefficients ⋮ Czekanowski's Index of Overlap, itsL_p-Type Extension, and BIAS Reduction ⋮ Nonparametric estimation of the coefficient of overlapping-theory and empirical application ⋮ Estimating overlap of daily activity patterns from camera trap data ⋮ On the Similarity Structure of Order Statistics ⋮ Bias and Variance Estimates for the Overlap of Two Exponential Populations ⋮ Inference on overlap coefficients under the Weibull distribution: Equal shape parameter ⋮ Estimation of statistical measures of income similarity ⋮ On inference of overlapping coefficients in two \textit{Lomax} populations using different sampling methods

Cites Work

• Multivariate measures of similarity and niche overlap
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• Implementing the double bootstrap
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• On inconsistency of the jackknife-after bootstrap bias estimator for dependent data
• The jackknife and bootstrap
• The overlapping coefficient as a measure of agreement between probability distributions and point estimation of the overlap of two normal densities
• Overlapping coefficient: the generalized t approach
• Better Bootstrap Confidence Intervals
• Nonparametric standard errors and confidence intervals
• Bootstrap Recycling: A Monte Carlo Alternative to the Nested Bootstrap
• Higher order comparisons of jackknife variance estimators
• Estimation and testing in constrained covariance component models
• Refining Bootstrap Simultaneous Confidence Sets
• Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
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