Calibrated nonparametric confidence sets

被引：8
|
作者：
Roy, T
机构：
[1] Boehringer Ingelheim Pharmaceut., I., Ridgefield
来源：
JOURNAL OF MATHEMATICAL CHEMISTRY | 1997年 / 21卷 / 01期
关键词：
ITERATED BOOTSTRAP; INTERVALS; BIOAVAILABILITY; BIOEQUIVALENCE; TESTS;
D O I：
10.1023/A:1019153931679
中图分类号：
O6 [化学];
学科分类号：
0703 ;
摘要：
The construction of confidence sets when multivariate normality holds and in the general case where the usual spherical or elliptical structures may not occur is investigated. Calibration is used to correct the coverage probability of the nonparametric sets, and an example involving parameters from a chemical kinetics model in a biological system is used to demonstrate the techniques. Monte Carlo simulations validate the approach.
引用
收藏
页码：103 / 109
页数：7
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