Graphical methods for investigating the finite-sample properties of confidence regions

DOI10.1016/j.csda.2009.09.012zbMath1464.62058OpenAlexW2024207139MaRDI QIDQ962250

Carole Siani, Christian de Peretti

Publication date: 6 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.012

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Graphical methods in statistics (62A09)

Related Items

Higher-order approximate confidence intervals ⋮ Finite-Sample Performance of Absolute Precision Stopping Rules

Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Confidence intervals for quantiles using generalized lambda distributions
• The power of bootstrap and asymptotic tests
• Asymptotic confidence interval construction for risk difference under inverse sampling
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression
• A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
• Conditional confidence intervals for classification error rate
• Improved confidence regions for a mean vector under general conditions
• Confidence intervals for the difference between two means
• Bootstrap methods: another look at the jackknife
• Confidence regions for multinomial parameters
• The jackknife and bootstrap
• Globally robust confidence intervals for simple linear regression
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Recent developments in bootstrapping time series
• THE SIZE DISTORTION OF BOOTSTRAP TESTS
• The bootstrap and Edgeworth expansion