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
相关论文
共 50 条
  • [31] Confidence sets for the date of a single break in linear time series regressions
    Elliott, Graham
    Mueller, Ulrich K.
    JOURNAL OF ECONOMETRICS, 2007, 141 (02) : 1196 - 1218
  • [32] Parameter Uncertainty in Structural Equation Models: Confidence Sets and Fungible Estimates
    Pek, Jolynn
    Wu, Hao
    PSYCHOLOGICAL METHODS, 2018, 23 (04) : 635 - 653
  • [33] Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage
    Zhou, Kun
    Li, Ker-Chau
    Zhou, Qing
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2023, 118 (541) : 469 - 488
  • [34] On the Relationship Between Confidence Sets and Exchangeable Weights in Multiple Linear Regression
    Pek, Jolynn
    Chalmers, R. Philip
    Monette, Georges
    MULTIVARIATE BEHAVIORAL RESEARCH, 2016, 51 (06) : 719 - 739
  • [35] A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions
    Beck, Jonas
    Bathke, Arne C.
    STATISTICAL PAPERS, 2024, 65 (03) : 1233 - 1257
  • [36] Simultaneous confidence regions for multivariate bioequivalence
    Pallmann, Philip
    Jaki, Thomas
    STATISTICS IN MEDICINE, 2017, 36 (29) : 4585 - 4603
  • [37] A nonparametric algorithm for automatic classification of large multivariate statistical data sets and its application
    Zenkov, I., V
    Lapko, A., V
    Lapko, V. A.
    Im, S. T.
    Tuboltsev, V. P.
    Avdeenok, V. L.
    COMPUTER OPTICS, 2021, 45 (02) : 253 - +
  • [38] Stein confidence sets based on non-iterated and iterated parametric bootstraps
    Cheung, KY
    Lee, SMS
    Young, GA
    STATISTICA SINICA, 2006, 16 (01) : 45 - 75
  • [39] Valid Two-Step Identification-Robust Confidence Sets for GMM
    Andrews, Isaiah
    REVIEW OF ECONOMICS AND STATISTICS, 2018, 100 (02) : 337 - 348
  • [40] Comparison of Some Parametric and Nonparametric Type One Sample Confidence Intervals for Estimating the Mean of a Positively Skewed Distribution
    Banik, Shipra
    Kibria, B. M. Golam
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2010, 39 (02) : 361 - 389
12345