Robust confidence intervals for the difference of two independent population variances

DOI10.15672/HUJMS.475318MaRDI QIDQ5159562zbMATH OpenOpenAlexFDO

Authors Hayriye Esra Akyüz, Hamza Gamgam

Publication date 28 October 2021

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hujms.475318

zbMATH Keywords

average widthbootstrap percentileconfidence intervalcoverage probabilityrobust estimator

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Recommendations

• scientific article; zbMATH DE number 6155244
• Robust confidence interval for the variance
• Interval estimation for the difference of two independent variances
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
• Parametric and nonparametric confidence intervals for estimating the difference of means of two skewed populations

Cites work

• A Bootstrap Test for Symmetry based on Quantiles
• A class of high-breakdown scale estimators based on subranges
• A note on coverage probability of confidence interval for the difference between two normal variances
• A simulation study on some confidence intervals for the population standard deviation
• Advanced statistics from an elementary point of view.
• Alternatives to the Median Absolute Deviation
• Approximate confidence interval for standard deviation of nonnormal distributions
• Asymptotic independence of median and MAD
• Bootstrap methods: another look at the jackknife
• Bootstrap percentile confidence intervals for actual error rate in linear discriminant analysis
• Distribution-dependent and distribution-free confidence intervals for the variance
• Estimating kurtosis and confidence intervals for the variance under nonnormality
• scientific article; zbMATH DE number 3141625 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Interval estimation for the difference of two independent variances
• Nonparametric bootstrap confidence intervals for variance components applied to interlaboratory comparisons
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
• One-sided confidence intervals for population variances of skewed distributions
• Robust confidence interval for the variance
• Simultaneous confidence intervals for all differences of coefficients of variation of log-normal distributions

Cited in

(8)

• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
• Confidence intervals for the difference between two means
• Interval estimation for the difference of two independent variances
• Robust confidence interval for a residual standard deviation
• Robust confidence interval for the variance
• Comparing Two Population Means and Variances: A Parametric Robust Way
• A simulation study on some confidence intervals for the population standard deviation
• New robust confidence intervals for the mean under dependence

Describes a project that uses

Uses Software

• bootstrap

This page was built for publication: Robust confidence intervals for the difference of two independent population variances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5159562)