Robust confidence interval for the variance

DOI10.1080/00949659908811932zbMath0918.62023OpenAlexW1975671226MaRDI QIDQ4243921

S. Jeyaratnam, Abdelrahim M. Barham

Publication date: 7 July 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811932

zbMATH Keywords

tablesorder statisticsrobustnessconfidence intervalsspacingsL-estimators of scale

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)

Related Items (6)

Distribution-dependent and distribution-free confidence intervals for the variance ⋮ One-sided confidence intervals for population variances of skewed distributions ⋮ Confidence intervals for the ratio of two variances ⋮ Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient ⋮ Robust confidence intervals for the difference of two independent population variances ⋮ Estimating kurtosis and confidence intervals for the variance under nonnormality

Cites Work

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• The metrically trimmed mean as a robust estimator of location
• Simplified Estimation from Censored Normal Samples
• Confidence Interval Robustness with Long-Tailed Symmetric Distributions
• EMPIRICAL EVIDENCE FOR ADAPTIVE CONFIDENCE INTERVALS AND IDENTIFICATION OF OUTLIERS USING METHODS OF TRIMMING
• An approximate method for generating asymmetric random variables
• Robust Estimation of a Location Parameter
• An approximate method for generating symmetric random variables

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