SOME PROPERTIES OF PROFILE BOOTSTRAP CONFIDENCE INTERVALS

DOI10.1111/J.1467-842X.1993.TB01326.XMaRDI QIDQ4275236zbMATH OpenOpenAlexFDO

Authors Paul Kabaila

Publication date 19 April 1994

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1993.tb01326.x

zbMATH Keywords

AR(1) processautoregressive parametercoverage probabilityequi-tailed confidence intervalnuisance parameterordinary bootstrap confidence intervalprofile bootstrap confidence intervalscalar parameterstudentisedtransformation-respectingunstudentised

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• A computable confidence upper limit from discrete data with good coverage properties
• Random weighting estimation of confidence intervals for quantiles
• Simulation Study of Conditional, Bootstrap, andtConfidence Intervals in Linear Regression
• A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators
• Accurate confidence limits for stratified clinical trials
• Computing highly accurate confidence limits from discrete data using importance sampling

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