Variance Stabilization for a Scalar Parameter

DOI10.1111/J.1467-9868.2006.00544.XMaRDI QIDQ3408536zbMATH OpenOpenAlexFDO

Authors G. Alastair Young, Thomas J. Diciccio, Anna Clara Monti

Publication date 14 November 2006

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/j.1467-9868.2006.00544.x

zbMATH Keywords

asymptotic expansionbootstrap inferenceBox-Cox transformationconfidence limitcoverage accuracyleast favourable family M-estimatornonparametric likelihoodprofile likelihoodstudentized statisticvariance parameter plot

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

Recommendations

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Cites work

• Accurate confidence limits for scalar functions of vector M-estimands
• Approximations to the profile empirical likelihood function for a scalar parameter in the context of M-estimation
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Intentionally Biased Bootstrap Methods
• Robust Statistics
• The bootstrap and Edgeworth expansion

Cited in

(14)

• Variance stabilizing transformations, studentization and the bootstrap
• Stabilizing the asymptotic covariance of an estimate
• A bias correction and acceleration approach for the problem of regions
• Multiscale variance stabilization via maximum likelihood
• Advantages of variance stabilization
• scientific article; zbMATH DE number 4011691 (Why is no real title available?)
• Variance stabilization and the bootstrap
• Iterative Improvement of a Power Transformation to Stabilise Variance
• scientific article; zbMATH DE number 3994803 (Why is no real title available?)
• On a variance stabilizing model and its application to genomic data
• Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
• Robust inference for the stress-strength reliability
• Normalising transformation of the Hill estimator
• The added value of new covariates to the Brier score in Cox survival models

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