A coverage probability of bootstrap-t confidence interval for the variance

DOI10.2298/FIL1710967RzbMath1488.62064OpenAlexW2790264668MaRDI QIDQ5161722

Vesna Ćojbašić Rajić

Publication date: 1 November 2021

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1710967r

zbMATH Keywords

bootstrapconfidence intervalcoverage probabilityEdgeworth expansion\(t\)-statisticbootstrap-\(t\) interval

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric tolerance and confidence regions (62G15)

Uses Software

• bootstrap

Cites Work

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