One-sided confidence intervals for population variances of skewed distributions

DOI10.1016/J.JSPI.2010.11.007zbMath1331.62249OpenAlexW2083335787MaRDI QIDQ629096

Dragan Loncar, Vesna Cojbasic

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.007

zbMATH Keywords

bootstrapvarianceskewnessEdgeworth expansionrevenue variability

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Upper bound of the generalized \(p\) value for the population variances of lognormal distributions with known coefficients of variation ⋮ Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed ⋮ Distribution-dependent and distribution-free confidence intervals for the variance ⋮ Nonparametric confidence intervals for ranked set samples ⋮ Confidence intervals for the ratio of two variances ⋮ Robust confidence intervals for the difference of two independent population variances ⋮ A coverage probability of bootstrap-t confidence interval for the variance ⋮ Estimating kurtosis and confidence intervals for the variance under nonnormality

Cites Work

• Unnamed Item
• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
• Edgeworth corrected pivotal statistics and the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• Asymptotic Approximations to Distributions
• RELAXING ASSUMPTIONS IN THE ONE SAMPLE t-TEST
• The Distribution of the t-Statistic under Non-Normality
• Modified t Tests and Confidence Intervals for Asymmetrical Populations
• Robust confidence interval for the variance
• Testing the Mean of Skewed Distributions
• Nonparametric confidence intervals for the one- and two-sample problems
• The bootstrap and Edgeworth expansion

This page was built for publication: One-sided confidence intervals for population variances of skewed distributions