Simultaneous confidence intervals for one-way layout based on generalized pivotal quantities

doi:10.1080/00949650802232641

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	Simultaneous confidence intervals for one-way layout based on generalized pivotal quantities
	Xiong, Shifeng1 ; Mu, Weiyan 2
	2009
发表期刊	JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
ISSN	0094-9655
卷号	79 期号:10 页码:1235-1244
摘要	In this paper, we consider simultaneous confidence intervals for all-pairwise comparisons of treatment means in a one-way layout under heteroscedasticity. Two kinds of simultaneous intervals are provided based on the fiducial generalized pivotal quantities of the interest parameters. We prove that they both have asymptotically correct coverage. Simulation results and an example are also reported. It is concluded from calculational evidence that the second kind of simultaneous confidence intervals, which we provide, performs better than existing methods.
关键词	one-way layout frequentist property generalized pivotal quantity heteroscedasticity simultaneous confidence interval
DOI	10.1080/00949650802232641
语种	英语
资助项目	National Natural Science Foundation of China[10771126] ; National Natural Science Foundation of China[10771015]
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Statistics & Probability
WOS记录号	WOS:000270155800005
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7168
专题	系统科学研究所
通讯作者	Xiong, Shifeng
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China
推荐引用方式 GB/T 7714	Xiong, Shifeng,Mu, Weiyan. Simultaneous confidence intervals for one-way layout based on generalized pivotal quantities[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,2009,79(10):1235-1244.
APA	Xiong, Shifeng,&Mu, Weiyan.(2009).Simultaneous confidence intervals for one-way layout based on generalized pivotal quantities.JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,79(10),1235-1244.
MLA	Xiong, Shifeng,et al."Simultaneous confidence intervals for one-way layout based on generalized pivotal quantities".JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 79.10(2009):1235-1244.