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

time seriesEdgeworth expansionRobbins-Monro algorithmvariance stabilizing transformationbootstrap \(t\)correlativelifespan studytest inversion bootstrap

Mathematics Subject Classification ID

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

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Cited in

(15)

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

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