Exact confidence intervals generated by conditional parametric bootstrapping

DOI10.1080/02664769922331zbMath0939.62027OpenAlexW2049479485MaRDI QIDQ4935492

Steinar Engen, Magnar Lillegård

Publication date: 3 July 2000

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

Full work available at URL: https://doi.org/10.1080/02664769922331

zbMATH Keywords

Brownian motionnuisance parametersforecastingprediction intervalsbootstrap replicates

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Conditional fiducial models ⋮ Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling

Cites Work

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• Confidence Intervals From Monte Carlo Tests
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• A Stochastic Approximation Method
• A Note on Fiducial Inference
• The bootstrap and Edgeworth expansion

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