Improved confidence regions for a mean vector under general conditions

DOI10.1016/J.CSDA.2005.10.011zbMATH Open1157.62372OpenAlexW1991896130MaRDI QIDQ1010445FDOQ1010445

Authors: Jin Xu, Arjun K. Gupta 

Publication date: 6 April 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2005.10.011

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• scientific article; zbMATH DE number 410142

zbMATH Keywords

Edgeworth expansionconfidence regioncoverage probabilitynormalization transformation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

Cites Work

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• A formula to improve score test statistics
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• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• On fixed-width confidence region for the mean
• Fixed width confidence region for the mean of a multivariate normal distribution
• Asymptotics for multivariate \(t\)-statistic and Hotelling's \(T^ 2\)- statistic under infinite second moments via bootstrapping
• On sequential fixed-size confidence regions for the mean vector
• Confidence intervals for the mean value of response function in generalized linear models

Cited In (4)

• Graphical methods for investigating the finite-sample properties of confidence regions
• Improved confidence regions based on Edgeworth expansions
• Title not available (Why is that?)
• Resampling-Based Confidence Regions and Multiple Tests for a Correlated Random Vector

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