Adjusted-range self-normalized confidence interval construction for censored dependent data
文献类型：期刊论文
| 作者 | Sun, Jiajing1; Hong, Yongmiao1,2; Linton, Oliver3; Zhao, Xiaolu4,5 |
| 刊名 | ECONOMICS LETTERS
 |
| 出版日期 | 2022-11-01 |
| 卷号 | 220页码:5 |
| 关键词 | Adjusted-range Censored dependent data Empirical likelihood Self-normalization Survival analysis |
| ISSN号 | 0165-1765 |
| DOI | 10.1016/j.econlet.2022.110873 |
| 英文摘要 | This paper proposes an adjusted-range based self-normalization (SN) method to construct confidence intervals for censored dependent data, which helps to circumvent the long-run variance estimation and tuning parameter selection problems. Simulation studies confirm the validity of this new approach.(c) 2022 Elsevier B.V. All rights reserved. |
| 资助项目 | NSFC ; [72173120] ; [71988101] |
| WOS研究方向 | Business & Economics |
| 语种 | 英语 |
| WOS记录号 | WOS:000873916500014 |
| 出版者 | ELSEVIER SCIENCE SA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60807]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, Xiaolu |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Econ & Management, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 3.Univ Cambridge, Fac Econ, Cambridge, England 4.Dongbei Univ Finance & Econ, Coll Finance, Dalian, Peoples R China 5.Dongbei Univ Finance & Econ, Coll Finance, Dalian 116025, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, Jiajing,Hong, Yongmiao,Linton, Oliver,et al. Adjusted-range self-normalized confidence interval construction for censored dependent data[J]. ECONOMICS LETTERS,2022,220:5. |
| APA | Sun, Jiajing,Hong, Yongmiao,Linton, Oliver,&Zhao, Xiaolu.(2022).Adjusted-range self-normalized confidence interval construction for censored dependent data.ECONOMICS LETTERS,220,5. |
| MLA | Sun, Jiajing,et al."Adjusted-range self-normalized confidence interval construction for censored dependent data".ECONOMICS LETTERS 220(2022):5. |
入库方式： OAI收割
来源：数学与系统科学研究院
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