A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators (Q6105769): Difference between revisions

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+Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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+Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities
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+Test Inversion Bootstrap Confidence Intervals
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+Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
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+Likelihood-ratio-based confidence sets for the timing of structural breaks
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+Efficient Construction of Test Inversion Confidence Intervals Using Quantile Regression
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+SOME PROPERTIES OF PROFILE BOOTSTRAP CONFIDENCE INTERVALS
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+The bias of the 2SLS variance estimator
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+Directional bivariate quantiles: a robust approach based on the cumulative distribution function
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+Setting confidence intervals for bounded parameters
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+A modified confidence set for the structural break date in linear regression models
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