Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families
DOI10.2307/1403474zbMATH Open0715.62090OpenAlexW2312475306MaRDI QIDQ3201344FDOQ3201344
Authors: Joseph P. Romano, Thomas J. Diciccio 
Publication date: 1990
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403474
Recommendations
bootstrapconfidence limitshigher order accuracyvariance stabilizationnonparametric tiltingaccelerated bias-corrected percentile methodleast favorable familylikelihood ratio intervals
Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)
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- Limited information likelihood and Bayesian analysis
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- ROBUST ASYMPTOTIC INFERENCE IN AUTOREGRESSIVE MODELS WITH MARTINGALE DIFFERENCE ERRORS
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- Bartlett-type adjustments for empirical discrepancy test statistics
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Empirical likelihood in a regression model with noised variables
- A simple derivation of the efficiency bound for conditional moment restriction models
- Exponential empirical likelihood is not Bartlett correctable
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
- Variance stabilizing transformations, studentization and the bootstrap
- Regression analysis for long-term survival rate via empirical likelihood
- The effectiveness of bootstrap methods in evaluating skewed auditing populations: a simulation study
- Nonparametric tests for multi-parameter \(M\)-estimators
- A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators
- Empirical likelihood method for quantiles with response data missing at random
- Point estimation with exponentially tilted empirical likelihood
- Empirical likelihood in some semiparametric models
- Recent developments in bootstrap methodology
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