The automatic percentile method: Accurate confidence limits in parametric models

DOI10.2307/3314845zbMath0679.62022OpenAlexW2139543938MaRDI QIDQ4729165

Joseph P. Romano, Thomas J. DiCiccio

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314845

zbMATH Keywords

nuisance parameterspivotsorthogonal parametershigher-order accuracyapproximate confidence limitsleast favourable familyautomatic percentile methodEfron's accelerated bias-corrected bootstrap confidence limitsscalar parameter models

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Cites Work

• Bootstrap methods: another look at the jackknife
• Bootstrap confidence intervals for a class of parametric problems
• Better Bootstrap Confidence Intervals
• Bootstrap Confidence Intervals and Bootstrap Approximations
• Prepivoting to reduce level error of confidence sets
• Nonparametric standard errors and confidence intervals