Test Inversion Bootstrap Confidence Intervals

DOI10.1111/1467-9868.00169MaRDI QIDQ4238695zbMATH OpenOpenAlexFDO

Authors James Carpenter

Publication date 10 June 1999

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00169

zbMATH Keywords

bootstrap \(t\)correlativeEdgeworth expansionlifespan studyRobbins-Monro algorithmtest inversion bootstraptime seriesvariance stabilizing transformation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(17)

• How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
• Robust inference for threshold regression models
• Test-inversion confidence intervals for estimands in contingency tables subject to equality constraints
• Confidence intervals for seroprevalence
• Parametric bootstrapping with nuisance parameters
• Efficient Construction of Test Inversion Confidence Intervals Using Quantile Regression
• Assessing parameter uncertainty via bootstrap likelihood ratio confidence regions
• Simulation Study of Conditional, Bootstrap, andtConfidence Intervals in Linear Regression
• Estimation in generalised linear mixed models with binary outcomes by simulated maximum likelihood
• Inverse test confidence intervals for turning-points: a demonstration with higher order polynomials
• Residual-based GARCH bootstrap and second order asymptotic refinement
• Recent developments in bootstrap methodology
• A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators
• A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution
• Regaining confidence in confidence intervals for the mean treatment effect
• Computing highly accurate confidence limits from discrete data using importance sampling
• A small sample confidence interval for autoregressive parameters

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