Confidence intervals through sequential Monte Carlo

DOI10.1016/J.CSDA.2016.07.017MaRDI QIDQ1658530zbMATH OpenOpenAlexFDO

Authors Ivair Silva

Publication date 14 August 2018

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

Full work available at URL https://doi.org/10.1016/j.csda.2016.07.017

zbMATH Keywords

hypothesis testingcoverage probabilityconfidence coefficientscan test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• scientific article; zbMATH DE number 1375595 (Why is no real title available?)
• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3298430 (Why is no real title available?)
• A Note on the Fourier Series Model for Analysing Line Transect Data
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Bootstrap methods: another look at the jackknife
• Censored Data and the Bootstrap
• Confidence Intervals From Monte Carlo Tests
• Modified Randomization Tests for Nonparametric Hypotheses
• Monte Carlo Confidence Intervals
• Optimal generalized truncated sequential Monte Carlo test
• Power of the Sequential Monte Carlo Test
• R. A. Fisher in the 21st century. Invited paper presented at the 1996 R. A. Fisher lecture. (With comments).

Cited in

(12)

• QMC computation of confidence intervals for a sleep performance model
• Confidence intervals for spatial scan statistic
• Guaranteed conservative fixed width confidence intervals via Monte Carlo sampling
• scientific article; zbMATH DE number 1218930 (Why is no real title available?)
• Constructing confidence regions of optimal expected size
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• Sequential confidence intervals for variance components in one-way random models
• An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
• Numerical versus asymptotic sequential interval estimation of population sizes
• Construction of simultaneous confidence bands using conditional Monte Carlo
• Monte Carlo Confidence Intervals
• Simple confidence intervals for MCMC without CLTs

Describes a project that uses

Uses Software

• bootstrap

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