Nonparametric Interval Estimation in One-Way Random-Effects Models

doi:10.1080/03610920802204490

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	Nonparametric Interval Estimation in One-Way Random-Effects Models
	Xiong, Shifeng1 ; Mu, Weiyan 2
	2009
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	38 期号:3 页码:322-331
摘要	The structural method provided by Hannig et al. (2006) has proved to be a useful tool for constructing confidence intervals. However, it is difficult to apply this method to nonparametric problems since the pivotal quantity required in using it exists only in some special parametric models. Based on an extended structural method, this article discusses nonparametric interval estimation for smooth functions of the variances in one-way random-effects models. We use the bootstrap distribution estimator of a statistic to construct an approximate pivotal equation, and prove that the confidence interval derived by the approximate pivotal equation has asymptotically correct coverage probability. Simulation results are presented and show that the normal fiducial interval is not robust against non normality and that the proposed confidence interval has better finite-sample behaviors than the naive interval based on normal approximation.
关键词	Bootstrap Fiducial interval Frequentist property Generalized confidence interval Random effects Structural method
DOI	10.1080/03610920802204490
语种	英语
资助项目	National Natural Science Foundation of China[10771126] ; National Natural Science Foundation of China[10801130] ; National Natural Science Foundation of China[10771015]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000261873800002
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/7425
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 100190, 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. Nonparametric Interval Estimation in One-Way Random-Effects Models[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2009,38(3):322-331.
APA	Xiong, Shifeng,&Mu, Weiyan.(2009).Nonparametric Interval Estimation in One-Way Random-Effects Models.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,38(3),322-331.
MLA	Xiong, Shifeng,et al."Nonparametric Interval Estimation in One-Way Random-Effects Models".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 38.3(2009):322-331.