Confidence intervals based on estimators with unknown rates of convergence

DOI10.1016/S0167-9473(03)00145-2MaRDI QIDQ956903zbMATHFDO

Authors B. E. Eshmatov

Publication date 26 November 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

time seriesdependencenonparametricresamplingheavy-tailssubsampling

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

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Cites work

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Cited in

(8)

• Confidence intervals for the number of unseen types
• Large sample confidence regions based on subsamples under minimal assumptions
• Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
• scientific article; zbMATH DE number 4182620 (Why is no real title available?)
• Subsampling, symmetrization, and robust interpolation
• On some properties of the confidence intervals for unknown probabilities
• Confidence intervals for linear unbiased estimators under constrained dependence
• A justification of conditional confidence intervals

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