A COMPARISON OF CONFIDENCE-INTERVALS FROM R-ESTIMATORS IN REGRESSION

被引：2
|
作者：
GEORGE, KJ
MCKEAN, JW
SCHUCANY, WR
SHEATHER, SJ
机构：
[1] WESTERN MICHIGAN UNIV,DEPT MATH & STAT,KALAMAZOO,MI 49008
[2] SO METHODIST UNIV,DEPT STAT SCI,DALLAS,TX 75275
[3] UNIV NEW S WALES,AUSTRALIAN GRAD SCH MANAGEMENT,KENSINGTON,NSW 2033,AUSTRALIA
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1995年 / 53卷 / 1-2期
关键词：
BOOTSTRAP; JACKKNIFE; MONTE CARLO; STANDARD ERROR;
D O I：
10.1080/00949659508811692
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The small sample properties of a number of approaches to finding a confidence interval for a slope parameter in rank regression are investigated. An approach based on the bootstrap percentile-t procedure is shown to have excellent overall performance.
引用
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页码：13 / 22
页数：10
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