Small-Sample Confidence Intervals
From MaRDI portal
Publication:3481078
DOI10.2307/2289779zbMath0702.62029OpenAlexW2276216094MaRDI QIDQ3481078
No author found.
Publication date: 1990
Full work available at URL: https://doi.org/10.2307/2289779
bootstrapconfidence intervalsnuisance parameterscoverageexponential tiltM- estimatesMaximum likelihood estimatessecond-order correcttail area approximation
Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)
Related Items (17)
A Comparison of confidence intervals for generalized extreme-value distributions ⋮ Bootstrapping binomial confidence intervals ⋮ Robust and accurate inference for generalized linear models ⋮ Small sample asymptotics: A review with applications to robust statistics ⋮ Small sample intervals for generalized linear regression ⋮ Robust inference by influence functions ⋮ Small-sample intervals for regression ⋮ Distribution-dependent and distribution-free confidence intervals for the variance ⋮ Stable Asymptotics for M‐estimators ⋮ Approximations for marginal densities of M‐estimators ⋮ Saddlepoint approximations and tests based on multivariate \(M\)-estimates. ⋮ Saddlepoint approximations for short and long memory time series: a frequency domain approach ⋮ Approximating the distributions of estimators of financial risk under an asymmetric Laplace law ⋮ Second-order accurate inference on eigenvalues of covariance and correlation matrices ⋮ Robust estimation of extremes ⋮ Multivariate Saddlepoint test for the wrapped normal model ⋮ RELATIVE ERROR ACCURATE STATISTIC BASED ON NONPARAMETRIC LIKELIHOOD
This page was built for publication: Small-Sample Confidence Intervals