Construction of simultaneous confidence bands using conditional Monte Carlo

被引：1

作者：

Zhou, S. ^{[1
]}

Yao, K. ^{[1
]}

Liu, W. ^{[2
]}

Bretz, F. ^{[3
]}

机构：

[1] Shanghai Univ Finance & Econ, Inst Finance & Econ Res, Sch Urban & Reg Sci, Shanghai 200433, Peoples R China

[2] Univ Southampton, S3RI & Sch Math, Southampton SO17 1BJ, Hampshire, England

[3] Novartis Pharm AG, CH-4002 Basel, Switzerland

来源：

STATISTICS & PROBABILITY LETTERS | 2022年 / 182卷

关键词：

Regression; Statistical inference; Simulation; MULTIPLE LINEAR-REGRESSION;

D O I：

10.1016/j.spl.2021.109325

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A method based on conditional Monte Carlo is introduced to construct the one-sided and two-sided simultaneous confidence bands of the constant width and hyperbolic shapes.(c) 2021 Elsevier B.V. All rights reserved.

引用

页数：6

共 8 条

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[8] TROTTER H. F., 1956, S MONTE CARLO METHOD, P64

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