Robust generalized confidence intervals

DOI10.1080/03610918.2016.1189566MaRDI QIDQ4638802zbMATH OpenOpenAlexFDO

Authors Weiyan Mu, Shifeng Xiong

Publication date 30 April 2018

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1189566

zbMATH Keywords

Monte Carlofiducial inferencelocation-scale familyconfidence distributionsimultaneous confidence intervalsbreakdowngeneralized pivotal quantity

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Robust confidence interval for the variance
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• Robust Confidence Intervals for Regression Parameters
• Coverage of generalized confidence intervals
• On the robustness of empirical likelihood ratio confidence intervals for location

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• An asymptotics look at the generalized inference
• Asymptotic independence of median and MAD
• Breakdown Robustness of Tests
• Combining information from independent sources through confidence distributions
• Confidence distribution, the frequentist distribution estimator of a parameter: a review
• Fiducial Generalized Confidence Intervals
• Generalized Confidence Intervals
• High-breakdown robust multivariate methods
• On construction of asymptotically correct confidence intervals
• Robust Statistics
• Robust Statistics
• Simultaneous confidence intervals for one-way layout based on generalized pivotal quantities
• The jackknife and bootstrap

Cited in

(8)

• New robust confidence intervals for the mean under dependence
• On the robustness of empirical likelihood ratio confidence intervals for location
• Adaptive subsample estimation for multivariate normal distributions
• Coverage of generalized confidence intervals
• scientific article; zbMATH DE number 3911481 (Why is no real title available?)
• Robust confidence intervals applied to crossover operator for real-coded genetic algorithms
• Robust confidence interval for a residual standard deviation
• Robust confidence distributions from proper scoring rules

Describes a project that uses

Uses Software

• BayesDA
• robustbase

This page was built for publication: Robust generalized confidence intervals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4638802)