Confidence bands in generalized linear models.

DOI10.1214/aos/1016218225zbMath1106.62343OpenAlexW1963667833MaRDI QIDQ1848783

Jiayang Sun, William P. McCormick, Catherine Loader

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1016218225

zbMATH Keywords

regressionsimultaneous confidence bandsEdgeworth expansion,maximum of Gaussian random fieldsTube formula

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Generalized linear models (logistic models) (62J12)

Related Items (14)

Asymptotic Properties of Quasi-Maximum Likelihood Estimates in Generalized Linear Models ⋮ Rearranging Edgeworth-Cornish-Fisher expansions ⋮ Improved confidence regions based on Edgeworth expansions ⋮ Simultaneous confidence bands in a zero-inflated regression model for binary data ⋮ Local and global asymptotic inference in smoothing spline models ⋮ Additive models for quantile regression: model selection and confidence bands ⋮ Simultaneous confidence bands for contrasts between several nonlinear regression curves ⋮ Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles ⋮ Random fields of multivariate test statistics, with applications to shape analysis ⋮ Asymptotic expansions of the distributions of some test statistics in generalized linear models ⋮ Improved simultaneous intervals for linear combinations of parameters from generalized linear models ⋮ Bias-reduced simultaneous confidence bands on generalized linear models with restricted predictor variables ⋮ Confidence bands in generalized linear models. ⋮ Nonparametric localized bandwidth selection for Kernel density estimation

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