SOME PROPERTIES OF PROFILE BOOTSTRAP CONFIDENCE INTERVALS

DOI10.1111/j.1467-842X.1993.tb01326.xzbMath0785.62028OpenAlexW2024168683MaRDI QIDQ4275236

Paul V. Kabaila

Publication date: 19 April 1994

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1993.tb01326.x

zbMATH Keywords

coverage probabilitynuisance parameterautoregressive parameterscalar parameterAR(1) processequi-tailed confidence intervalordinary bootstrap confidence intervalprofile bootstrap confidence intervalstudentisedtransformation-respectingunstudentised

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)

Related Items (6)

Simultaneous adjustment of bias and coverage probabilities for confidence intervals ⋮ Computing highly accurate confidence limits from discrete data using importance sampling ⋮ A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators ⋮ A computable confidence upper limit from discrete data with good coverage properties ⋮ Simulation Study of Conditional, Bootstrap, andtConfidence Intervals in Linear Regression ⋮ Random Weighting Estimation of Confidence Intervals for Quantiles

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