Saddlepoint confidence intervals for variance components

DOI10.1080/00949659708811834zbMath0873.62016OpenAlexW1986926356MaRDI QIDQ4345967

Shyh-Tyan Ou, R. R. Hocking, Suojin Wang

Publication date: 28 July 1997

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

Full work available at URL: https://doi.org/10.1080/00949659708811834

zbMATH Keywords

confidence intervalssaddlepoint approximationvariance componentssimulation studycumulant generating functionbalanced datamodified-large sample method

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Approximations to statistical distributions (nonasymptotic) (62E17) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Tail Probability Approximations
• Confidence Intervals for Variance Components -- A Comparative Monte Carlo Study
• Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions