Exact confidence intervals generated by conditional parametric bootstrapping

DOI10.1080/02664769922331MaRDI QIDQ4935492zbMATH OpenOpenAlexFDO

Authors Magnar Lillegård, Steinar Engen

Publication date 3 July 2000

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664769922331

zbMATH Keywords

bootstrap replicatesBrownian motionforecastingnuisance parametersprediction intervals

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40)

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Cites work

• A Note on Fiducial Inference
• A resampling method based on pivotal estimating functions
• A Stochastic Approximation Method
• Confidence Intervals From Monte Carlo Tests
• Confidence Intervals from Randomization Tests
• Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process
• scientific article; zbMATH DE number 50118 (Why is no real title available?)
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Miscellanea. Stochastic simulations conditioned on sufficient statistics
• Monte Carlo Confidence Intervals
• On the approximate elimination of nuisance parameters by conditioning
• The bootstrap and Edgeworth expansion
• The Statistical Analysis of Density Dependence

Cited in

(11)

• The exponentiated logarithmic generated family of distributions and the evaluation of the confidence intervals by percentile bootstrap
• Conditional fiducial models
• A justification of conditional confidence intervals
• Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling
• Bootstrap confidence intervals for a class of parametric problems
• SOME PROPERTIES OF PROFILE BOOTSTRAP CONFIDENCE INTERVALS
• Simulating tubulin-associated unit transport in an axon: using bootstrapping for estimating confidence intervals of best-fit parameter values obtained from indirect experimental data
• scientific article; zbMATH DE number 774871 (Why is no real title available?)
• Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms
• One step to efficient synthetic data
• Parametric bootstrap simultaneous confidence intervals for differences of means from several two-parameter exponential distributions

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