Saddlepoint confidence intervals for variance components

DOI10.1080/00949659708811834MaRDI QIDQ4345967zbMATH OpenOpenAlexFDO

Authors Shyh-Tyan Ou, Ronald R. Hocking, Suojin Wang

Publication date 28 July 1997

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

Full work available at URL https://doi.org/10.1080/00949659708811834

zbMATH Keywords

balanced dataconfidence intervalscumulant generating functionmodified-large sample methodsaddlepoint approximationsimulation studyvariance components

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Parametric tolerance and confidence regions (62F25) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• Confidence Intervals for Variance Components -- A Comparative Monte Carlo Study
• General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
• General Saddlepoint Approximations with Applications to L Statistics
• scientific article; zbMATH DE number 4015954 (Why is no real title available?)
• scientific article; zbMATH DE number 54137 (Why is no real title available?)
• Practical Small-Sample Asymptotics for Regression Problems
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
• Saddlepoint Approximations to the CDF of Some Statistics with Nonnormal Limit Distributions
• Saddlepoint expansions in finite population problems
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Tail Probability Approximations
• Theoretical comparison of bootstrap confidence intervals

Cited in

(3)

• Confidence interval construction of correlation difference under saddle point approximation
• Better saddlepoint confidence intervals via bootstrap calibration
• Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios

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