Coverage of generalized confidence intervals

DOI10.1016/J.JMVA.2008.12.001MaRDI QIDQ1021836zbMATH OpenOpenAlexFDO

Authors Anindya Roy, Arup Bose

Publication date 9 June 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2008.12.001

zbMATH Keywords

bootstrapBehrens-Fisher problemEdgeworth expansioncoverage probabilityCornish-Fisher expansionaverage bioequivalence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05) Parametric tolerance and confidence regions (62F25) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Generalized Confidence Intervals
• Calibrating Confidence Coefficients
• Fiducial Generalized Confidence Intervals
• Confidence intervals for the mean value of response function in generalized linear models
• Robust generalized confidence intervals

Cites work

• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
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• Estimation and testing of availability of a parallel system with exponential failure and repair times
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• Fiducial Generalized Confidence Intervals
• Generalized Confidence Intervals
• Generalized \(p\)-values and generalized confidence regions for the multivariate Behrens-Fisher problem and MANOVA.
• Generalized confidence intervals for process capability indices in the one-way random model
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• Models and Confidence Intervals for True Values in Interlaboratory Trials
• Size performance of some tests in one-way anova
• Some Tests for Variance Components Using Generalized p Values
• The bootstrap and Edgeworth expansion

Cited in

(7)

• Fiducial Generalized Confidence Intervals
• Coverage properties of confidence intervals for generalized additive model components
• Confidence intervals for the mean value of response function in generalized linear models
• Generalized Confidence Intervals
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• Generalized point estimation with application to small response estimation
• Robust generalized confidence intervals

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