Accurate confidence intervals when nuisance parameters are present

DOI10.1080/03610928908830152zbMath0696.62163OpenAlexW2057787871MaRDI QIDQ3473151

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

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

Related Items (13)

Bias reduction for the ratio of means ⋮ Weighting cusums for increased power near the end points ⋮ Nonparametric confidence intervals for functions of several distributions ⋮ Cusums for tracking arbitrary functionals ⋮ Reduction of bias and skewness with applications to second order accuracy ⋮ Expansions for posterior distributions ⋮ Canonical regression models for exponential families ⋮ Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models ⋮ Cumulants of multinomial and negative multinomial distributions ⋮ Edgeworth expansions for functions of weighted empirical distributions with applications to nonparametric confidence intervals ⋮ Confidence Intervals for Linear Combinations of Poisson Means ⋮ Expressions for the distribution and percentiles of the sums and products of chi-squares ⋮ Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

Cites Work

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• Accurate confidence intervals for distributions with one parameter
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Confidence intervals on a difference of expected mean squares
• Nonparametric confidence intervals for functions of several distributions
• Asymptotic expansions related to minimum contrast estimators
• On Linear Combinations of Several Variances
• Alternative Models for the Analysis of Variance
• Asymptotic Approximations to Distributions
• The Percentile Points of Distributions Having Known Cumulants
• Asymptotic expansions to improve large sample confidence intervals for system reliability
• Confidence Bounds for Convex Functions of Many Unknown Parameters
• Interval Estimates in the Presence of Nuisance Parameters
• Asymptotic Studentization in Testing of Hypotheses

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