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

DOI10.1016/J.CSDA.2009.09.012MaRDI QIDQ962250zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 700041 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
• Asymptotic confidence interval construction for risk difference under inverse sampling
• Bootstrap methods: another look at the jackknife
• Conditional confidence intervals for classification error rate
• Confidence intervals for quantiles using generalized lambda distributions
• Confidence intervals for the difference between two means
• Confidence regions for multinomial parameters
• Globally robust confidence intervals for simple linear regression
• Improved confidence regions for a mean vector under general conditions
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Recent developments in bootstrapping time series
• THE SIZE DISTORTION OF BOOTSTRAP TESTS
• The bootstrap and Edgeworth expansion
• The jackknife and bootstrap
• The power of bootstrap and asymptotic tests
• Using the bootstrap for finite sample confidence intervals of the log periodogram regression

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

Describes a project that uses

Uses Software

• bootstrap

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