Robust generalized confidence intervals

doi:10.1080/03610918.2016.1189566

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	Robust generalized confidence intervals
	Mu, Weiyan 1; Xiong, Shifeng2
	2017
发表期刊	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN	0361-0918
卷号	46 期号:8 页码:6049-6060
摘要	Most interval estimates are derived from computable conditional distributions conditional on the data. In this article, we call the random variables having such conditional distributions confidence distribution variables and define their finite-sample breakdown values. Based on this, the definition of breakdown value of confidence intervals is introduced, which covers the breakdowns in both the coverage probability and interval length. High-breakdown confidence intervals are constructed by the structural method in location-scale families. Simulation results are presented to compare the traditional confidence intervals and their robust analogues.
关键词	Breakdown Confidence distribution Fiducial inference Generalized pivotal quantity Location-scale family Monte Carlo Simultaneous confidence intervals
DOI	10.1080/03610918.2016.1189566
语种	英语
资助项目	BUCEA[21082716014] ; BUCEA[00331616031] ; National Natural Science Foundation of China[11471172] ; National Natural Science Foundation of China[11601027] ; National Natural Science Foundation of China[11671386] ; Chinese Ministry of Science and Technology[2016YFF0203801] ; National Center for Mathematics and Interdisciplinary Sciences, CAS ; Key Laboratory of Systems and Control, CAS
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000415033700010
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/26903
专题	系统科学研究所
通讯作者	Xiong, Shifeng
作者单位	1.Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Mu, Weiyan,Xiong, Shifeng. Robust generalized confidence intervals[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2017,46(8):6049-6060.
APA	Mu, Weiyan,&Xiong, Shifeng.(2017).Robust generalized confidence intervals.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,46(8),6049-6060.
MLA	Mu, Weiyan,et al."Robust generalized confidence intervals".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 46.8(2017):6049-6060.