More accurate confidence intervals in exponential families

DOI10.1093/biomet/79.2.231zbMath0752.62027OpenAlexW2135832933MaRDI QIDQ4015828

Efron, Bradley, Thomas J. DiCiccio

Publication date: 29 November 1992

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/79.2.231

zbMATH Keywords

bootstrapalgorithmmaximum likelihood estimationlogistic regressionsecond-order accuracyEdgeworth expansioncoverage probabilitiesbias correctionskewness correctionapproximate confidence intervalsmultiparameter exponential familyempirical exponential familynonparametric confidence limit

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Probabilistic methods, stochastic differential equations (65C99)

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