On construction of asymptotically correct confidence intervals
文献类型：期刊论文
| 作者 | Xiong, Shifeng1 ; Mu, Weiyan2
|
| 刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
 |
| 出版日期 | 2009-04-01 |
| 卷号 | 139期号:4页码:1394-1404 |
| 关键词 | Confidence interval Coverage Structural method Two-sample problem |
| ISSN号 | 0378-3758 |
| DOI | 10.1016/j.jspi.2008.08.014 |
| 英文摘要 | In this paper we discuss constructing confidence intervals based on asymptotic generalized pivotal quantities (AGPQs). An AGPQ associates a distribution with the corresponding parameter, and then an asymptotically correct confidence interval can be derived directly from this distribution like Bayesian or fiducial interval estimates. We provide two general procedures for constructing AGPQs. We also present several examples to show that AGPQs can yield new confidence intervals with better finite-sample behaviors than traditional methods. Crown Copyright (C) 2008 Published by Elsevier B.V. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000262760800011 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/8587]  |
| 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 100864, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xiong, Shifeng,Mu, Weiyan. On construction of asymptotically correct confidence intervals[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(4):1394-1404. |
| APA | Xiong, Shifeng,&Mu, Weiyan.(2009).On construction of asymptotically correct confidence intervals.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(4),1394-1404. |
| MLA | Xiong, Shifeng,et al."On construction of asymptotically correct confidence intervals".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.4(2009):1394-1404. |
入库方式： OAI收割
来源：数学与系统科学研究院
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