Robust generalized confidence intervals
文献类型：期刊论文
| 作者 | Mu, Weiyan1; Xiong, Shifeng2
|
| 刊名 | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
 |
| 出版日期 | 2017 |
| 卷号 | 46期号:8页码:6049-6060 |
| 关键词 | Breakdown Confidence distribution Fiducial inference Generalized pivotal quantity Location-scale family Monte Carlo Simultaneous confidence intervals |
| ISSN号 | 0361-0918 |
| DOI | 10.1080/03610918.2016.1189566 |
| 英文摘要 | Most interval estimates are derived from computable conditional distributions conditional on the data. In this article, we call the random variables having such conditional distributions confidence distribution variables and define their finite-sample breakdown values. Based on this, the definition of breakdown value of confidence intervals is introduced, which covers the breakdowns in both the coverage probability and interval length. High-breakdown confidence intervals are constructed by the structural method in location-scale families. Simulation results are presented to compare the traditional confidence intervals and their robust analogues. |
| 资助项目 | BUCEA[21082716014] ; BUCEA[00331616031] ; National Natural Science Foundation of China[11471172] ; National Natural Science Foundation of China[11601027] ; National Natural Science Foundation of China[11671386] ; Chinese Ministry of Science and Technology[2016YFF0203801] ; National Center for Mathematics and Interdisciplinary Sciences, CAS ; Key Laboratory of Systems and Control, CAS |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000415033700010 |
| 出版者 | TAYLOR & FRANCIS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/26902]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Xiong, Shifeng |
| 作者单位 | 1.Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Mu, Weiyan,Xiong, Shifeng. Robust generalized confidence intervals[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2017,46(8):6049-6060. |
| APA | Mu, Weiyan,&Xiong, Shifeng.(2017).Robust generalized confidence intervals.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,46(8),6049-6060. |
| MLA | Mu, Weiyan,et al."Robust generalized confidence intervals".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 46.8(2017):6049-6060. |
入库方式： OAI收割
来源：数学与系统科学研究院
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