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Nonparametric Interval Estimation in One-Way Random-Effects Models

文献类型：期刊论文

作者Xiong, Shifeng1; Mu, Weiyan2
刊名COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
出版日期2009
卷号38期号:3页码:322-331
关键词Bootstrap Fiducial interval Frequentist property Generalized confidence interval Random effects Structural method
ISSN号0361-0926
DOI10.1080/03610920802204490
英文摘要The structural method provided by Hannig et al. (2006) has proved to be a useful tool for constructing confidence intervals. However, it is difficult to apply this method to nonparametric problems since the pivotal quantity required in using it exists only in some special parametric models. Based on an extended structural method, this article discusses nonparametric interval estimation for smooth functions of the variances in one-way random-effects models. We use the bootstrap distribution estimator of a statistic to construct an approximate pivotal equation, and prove that the confidence interval derived by the approximate pivotal equation has asymptotically correct coverage probability. Simulation results are presented and show that the normal fiducial interval is not robust against non normality and that the proposed confidence interval has better finite-sample behaviors than the naive interval based on normal approximation.
资助项目National Natural Science Foundation of China[10771126] ; National Natural Science Foundation of China[10801130] ; National Natural Science Foundation of China[10771015]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000261873800002
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/7424]  
专题系统科学研究所
通讯作者Xiong, Shifeng
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China
推荐引用方式
GB/T 7714		 Xiong, Shifeng,Mu, Weiyan. Nonparametric Interval Estimation in One-Way Random-Effects Models[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2009,38(3):322-331.
APA Xiong, Shifeng,&Mu, Weiyan.(2009).Nonparametric Interval Estimation in One-Way Random-Effects Models.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,38(3),322-331.
MLA Xiong, Shifeng,et al."Nonparametric Interval Estimation in One-Way Random-Effects Models".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 38.3(2009):322-331.

入库方式： OAI收割

来源：数学与系统科学研究院

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