Accurate confidence limits for scalar functions of vector M-estimands (Q4419412)

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scientific article; zbMATH DE number 1963485
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Accurate confidence limits for scalar functions of vector M-estimands
scientific article; zbMATH DE number 1963485

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    Accurate confidence limits for scalar functions of vector M-estimands (English)
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    13 August 2003
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    ABC confidence limit
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    bootstrap calibration
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    Cornish-Fisher expansion
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    coverage accuracy
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    empirical likelihood
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    skewness-reducing transformation
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    studentised statistic
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