Confidence intervals through sequential Monte Carlo

DOI10.1016/j.csda.2016.07.017zbMath1466.62194OpenAlexW2509819341MaRDI QIDQ1658530

Ivair R. Silva

Publication date: 14 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2016.07.017

zbMATH Keywords

hypothesis testingcoverage probabilityconfidence coefficientscan test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

Confidence intervals for spatial scan statistic ⋮ Numerical versus asymptotic sequential interval estimation of population sizes

Uses Software

• bootstrap

Cites Work

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• Bootstrap methods: another look at the jackknife
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
• Optimal generalized truncated sequential Monte Carlo test
• Monte Carlo Confidence Intervals
• Modified Randomization Tests for Nonparametric Hypotheses
• Power of the Sequential Monte Carlo Test
• Censored Data and the Bootstrap
• A Note on the Fourier Series Model for Analysing Line Transect Data
• Confidence Intervals From Monte Carlo Tests
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).

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