Graphical methods for investigating the finite-sample properties of confidence regions

DOI10.1016/J.CSDA.2009.09.012zbMATH Open1464.62058OpenAlexW2024207139MaRDI QIDQ962250FDOQ962250

Authors: Christian de Peretti, Carole Siani 

Publication date: 6 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.012

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Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Graphical methods in statistics (62A09)

Cites Work

• Confidence intervals for quantiles using generalized lambda distributions
• Title not available (Why is that?)
• Bootstrap methods: another look at the jackknife
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• THE SIZE DISTORTION OF BOOTSTRAP TESTS
• Title not available (Why is that?)
• The jackknife and bootstrap
• Title not available (Why is that?)
• The power of bootstrap and asymptotic tests
• The bootstrap and Edgeworth expansion
• Recent developments in bootstrapping time series
• Confidence regions for multinomial parameters
• Asymptotic confidence interval construction for risk difference under inverse sampling
• A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
• Improved confidence regions for a mean vector under general conditions
• Confidence intervals for the difference between two means
• Globally robust confidence intervals for simple linear regression
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression
• Conditional confidence intervals for classification error rate

Cited In (5)

• Higher-order approximate confidence intervals
• Graphing multiple confidence intervals
• Finite-sample performance of absolute precision stopping rules
• Graphical Methods for Evaluating and Comparing Confidence-Interval Procedures
• On the use of comparison regions in visualizing stochastic uncertainty in some two-parameter estimation problems

Uses Software

• bootstrap

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