Robust confidence interval for the variance

DOI10.1080/00949659908811932MaRDI QIDQ4243921zbMATH OpenOpenAlexFDO

Authors Abdelrahim M. Barham, S. Jeyaratnam

Publication date 7 July 1999

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659908811932

zbMATH Keywords

confidence intervalsL-estimators of scaleorder statisticsrobustnessspacingstables

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)

Recommendations

• Improved confidence intervals for a normal variance
• Distribution-dependent and distribution-free confidence intervals for the variance
• Robust confidence intervals for the difference of two independent population variances
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Cites work

• An approximate method for generating asymmetric random variables
• An approximate method for generating symmetric random variables
• Confidence Interval Robustness with Long-Tailed Symmetric Distributions
• EMPIRICAL EVIDENCE FOR ADAPTIVE CONFIDENCE INTERVALS AND IDENTIFICATION OF OUTLIERS USING METHODS OF TRIMMING
• scientific article; zbMATH DE number 4041020 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• Robust Estimation of a Location Parameter
• Simplified Estimation from Censored Normal Samples
• The metrically trimmed mean as a robust estimator of location

Cited in

(18)

• Robust multiple confidence intervals for contrasts
• Distribution-dependent and distribution-free confidence intervals for the variance
• Robust confidence intervals for contrasts based upon a likelihood ratio test
• Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient
• Robust confidence interval for a residual standard deviation
• Robustness properties and confidence interval reliability issues
• scientific article; zbMATH DE number 3911481 (Why is no real title available?)
• Model Robust Confidence Intervals Using Maximum Likelihood Estimators
• An asymptotic approach for the variance exact confidence interval of a normal population
• Robust generalized confidence intervals
• Confidence intervals for the ratio of two variances
• Robust confidence intervals for the difference of two independent population variances
• Estimating kurtosis and confidence intervals for the variance under nonnormality
• A simulation study on some confidence intervals for the population standard deviation
• One-sided confidence intervals for population variances of skewed distributions
• New robust confidence intervals for the mean under dependence
• Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics
• Confidence interval for a coefficient of quartile variation

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