Confidence intervals based on estimators with unknown rates of convergence
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Publication:956903
DOI10.1016/S0167-9473(03)00145-2zbMATH Open1429.62165MaRDI QIDQ956903FDOQ956903
Authors: B. E. Eshmatov
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Recommendations
Nonparametric estimation (62G05) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)
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Cited In (8)
- A justification of conditional confidence intervals
- Large sample confidence regions based on subsamples under minimal assumptions
- Confidence intervals for linear unbiased estimators under constrained dependence
- On some properties of the confidence intervals for unknown probabilities
- Confidence intervals for the number of unseen types
- Subsampling, symmetrization, and robust interpolation
- Title not available (Why is that?)
- Confidence intervals for ARMA-GARCH value-at-risk: the case of heavy tails and skewness
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