Efficient Construction of Test Inversion Confidence Intervals Using Quantile Regression

DOI10.1080/10618600.2019.1647215MaRDI QIDQ3391461zbMATH OpenOpenAlexWikidataFDO

Authors Eyal Fisher, Regev Schweiger, Saharon Rosset

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2019.1647215

zbMATH Keywords

parametric bootstrapquantile regressiontest inversionbootstrap confidence intervalfast confidence intervals

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Direct use of regression quantiles to construct confidence sets in linear models
• Constructing narrower confidence intervals by inverting adaptive tests
• Simultaneous confidence interval for quantile regression
• A quantile regression approach to generating prediction intervals
• Quantile inference for heteroscedastic regression models
• Test-inversion confidence intervals for estimands in contingency tables subject to equality constraints
• STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES
• Small sample performance of quantile regression confidence intervals

Cites work

• scientific article; zbMATH DE number 3322699 (Why is no real title available?)
• A Stochastic Approximation Method
• Bootstrap confidence levels for phylogenetic trees
• Bootstrap methods: another look at the jackknife
• Comment on ``Local quantile regression
• Efficient Robbins-Monro procedure for binary data
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• On the number of segregating sites in genetical models without recombination
• Probability Models for DNA Sequence Evolution
• Second thoughts on the bootstrap
• Some statistical improvements for estimating population size and mutation rate from segregating sites in DNA sequences
• Test Inversion Bootstrap Confidence Intervals

Cited in

(1)

• A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators

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Uses Software

• R

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