A coverage probability of bootstrap-t confidence interval for the variance

DOI10.2298/FIL1710967RMaRDI QIDQ5161722zbMATH OpenOpenAlexWikidataFDO

Authors Vesna Ćojbašić Rajić

Publication date 1 November 2021

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1710967r

zbMATH Keywords

bootstrap\(t\)-statisticconfidence intervalEdgeworth expansioncoverage probabilitybootstrap-\(t\) interval

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Coverage probabilities of bootstrap-confidence intervals for quantiles
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• Bootstrap Confidence Intervals and Bootstrap Approximations

Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 854577 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• Asymptotic Approximations to Distributions
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• 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
• Nonparametric confidence intervals for the one- and two-sample problems
• On a partial correction by the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• On the bootstrap and confidence intervals
• On the number of bootstrap simulations required to construct a confidence interval
• One-sided confidence intervals for population variances of skewed distributions
• Prepivoting to reduce level error of confidence sets
• RELAXING ASSUMPTIONS IN THE ONE SAMPLE t-TEST
• The Distribution of the t-Statistic under Non-Normality
• The bootstrap and Edgeworth expansion
• Theoretical comparison of bootstrap confidence intervals

Cited in

(4)

• Bootstrap-t confidence intervals for arithmetic mean applied in property insurance
• Coverage accuracy for a mean without third moment
• scientific article; zbMATH DE number 3911478 (Why is no real title available?)
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples

Describes a project that uses

Uses Software

• bootstrap

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