On construction of asymptotically correct confidence intervals

doi:10.1016/j.jspi.2008.08.014

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	On construction of asymptotically correct confidence intervals
	Xiong, Shifeng1 ; Mu, Weiyan 2
	2009-04-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	139 期号:4 页码:1394-1404
摘要	In this paper we discuss constructing confidence intervals based on asymptotic generalized pivotal quantities (AGPQs). An AGPQ associates a distribution with the corresponding parameter, and then an asymptotically correct confidence interval can be derived directly from this distribution like Bayesian or fiducial interval estimates. We provide two general procedures for constructing AGPQs. We also present several examples to show that AGPQs can yield new confidence intervals with better finite-sample behaviors than traditional methods. Crown Copyright (C) 2008 Published by Elsevier B.V. All rights reserved.
关键词	Confidence interval Coverage Structural method Two-sample problem
DOI	10.1016/j.jspi.2008.08.014
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000262760800011
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8588
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 100864, Peoples R China 2.Beijing Inst Technol, Dept Math, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Xiong, Shifeng,Mu, Weiyan. On construction of asymptotically correct confidence intervals[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(4):1394-1404.
APA	Xiong, Shifeng,&Mu, Weiyan.(2009).On construction of asymptotically correct confidence intervals.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(4),1394-1404.
MLA	Xiong, Shifeng,et al."On construction of asymptotically correct confidence intervals".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.4(2009):1394-1404.