A comparison of confidence intervals fromR-estimators in regression

DOI10.1080/00949659508811692MaRDI QIDQ4352544zbMATH OpenOpenAlexFDO

Authors Karen George, Joseph W. McKean, William R. Schucany, Simon J. Sheather

Publication date 4 September 1997

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659508811692

zbMATH Keywords

bootstrap percentile-\(t\) procedureconfidence intervaljackknifeMonte Carlorank regressionslope parametersmall sample propertiesstandard error

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Robust Confidence Intervals for Regression Parameters
• Robust regression and small sample confidence intervals
• Unusual properties of bootstrap confidence intervals in regression problems
• Small sample performance of quantile regression confidence intervals

Cites work

• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• scientific article; zbMATH DE number 3951797 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Jackknifing R-estimators
• Nonparametric Estimate of Regression Coefficients
• Rank-based inference for linear models: Asymmetric errors

Cited in

(11)

• On a non-parametric confidence interval for the regression slope
• Some improvements in confidence intervals for standardized regression coefficients
• Confidence intervals in regressions with estimated factors and idiosyncratic components
• Efficiency comparison of new adjusted nonparametric and parametric statistics interval estimation methods in the simple linear regression model
• A nonparametric confidence interval for slope based on spearman's rho
• scientific article; zbMATH DE number 5303367 (Why is no real title available?)
• Small sample performance of quantile regression confidence intervals
• Simultaneous inference based on rank statistics in linear models
• A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
• The minimum coverage probability of confidence intervals in regression after a preliminary \(F\) test
• Comparison of two types of confidence intervals based on Wilcoxon-type R-estimators

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