Accurate confidence intervals when nuisance parameters are present

DOI10.1080/03610928908830152MaRDI QIDQ3473151zbMATHOpenAlexFDO

Authors Christopher S. Withers

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830152

zbMATH Keywords

confidence intervalsnuisance parametersstudentizationEdgeworth and Cornish-Fisher expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25)

Recommendations

• Small-Sample Confidence Intervals
• scientific article; zbMATH DE number 472943
• On Confidence Intervals Associated With the Usual and Adjusted Likelihoods
• On the unified method with nuisance parameters.
• scientific article; zbMATH DE number 1174481

Cites work

• scientific article; zbMATH DE number 3553540 (Why is no real title available?)
• Accurate confidence intervals for distributions with one parameter
• Alternative Models for the Analysis of Variance
• Asymptotic Approximations to Distributions
• Asymptotic Studentization in Testing of Hypotheses
• Asymptotic expansions related to minimum contrast estimators
• Asymptotic expansions to improve large sample confidence intervals for system reliability
• Confidence Bounds for Convex Functions of Many Unknown Parameters
• Confidence intervals on a difference of expected mean squares
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Interval Estimates in the Presence of Nuisance Parameters
• Nonparametric confidence intervals for functions of several distributions
• On Linear Combinations of Several Variances
• The Percentile Points of Distributions Having Known Cumulants

Cited in

(16)

• Expressions for the distribution and percentiles of the sums and products of chi-squares
• Nonparametric confidence intervals for functions of several distributions
• Small-Sample Confidence Intervals
• Chain rules for multivariate cumulant coefficients
• Reduction of bias and skewness with applications to second order accuracy
• On the unified method with nuisance parameters.
• Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
• Cusums for tracking arbitrary functionals
• Weighting cusums for increased power near the end points
• Expansions for posterior distributions
• Cumulants of multinomial and negative multinomial distributions
• Confidence intervals for linear combinations of Poisson means
• Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
• Bias reduction for the ratio of means
• Canonical regression models for exponential families

This page was built for publication: Accurate confidence intervals when nuisance parameters are present

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3473151)