On construction of asymptotically correct confidence intervals

Journal of Statistical Planning and Inference

Volumn 139, Issue 4, 2009, Pages 1394-1404

  Xiong, Shifeng ^a   Mu, Weiyan ^b  

^a INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^b BEIJING INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Confidence interval; Coverage; Structural method; Two sample problem

Indexed keywords

EID: 57749178847     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.08.014     Document Type: Article

References (16)

1. Brown L.D., Cai T., and DasGupta A. Interval estimation for a binomial proportion. Statist. Sci. 16 (2001) 101-133
2. Brown L.D., Cai T., and DasGupta A. Confidence intervals for a binomial proportion and asymptotic expansions. Ann. Statist. 30 (2002) 160-201
3. Gelman A., Carlin J.B., Stern H.S., and Rubin D.B. Bayesian Data Analysis. second ed (2004), Chapman & Hall, CRC, New York
4. Hannig, J., 2006. On generalized fiducial inference. Technique Report, Department of Statistics, Colorado State University.
5. Hannig J., Iyer H., and Patterson P. Fiducial generalized confidence intervals. J. Amer. Statist. Assoc. 101 (2006) 254-269
6. Lidong E., Hannig J., and Iyer H.K. Fiducial intervals for variance components in an unbalanced two-component normal mixed linear model. J. Amer. Statist. Assoc. 103 (2008) 854-865
7. Shao J. Mathematical Statistics (1999), Springer, New York
8. Shao J., and Tu D. The Jackknife and Bootstrap (1995), Springer, New York
9. Singh K., Xie M., and Strawderman W.E. Combining information through confidence distributions. Ann. Statist. 33 (2005) 159-183
10. Weerahandi S. Generalized confidence intervals. J. Amer. Statist. Assoc. 88 (1993) 899-905
11. Weerahandi S. Exact Statistical Methods for Data Analysis (1995), Springer, New York
12. Weerahandi S. Generalized Inference in Repeated Measures (2004), Springer, New York
13. Xiong, S., Li, G., 2008. Some results on the convergence of conditional distributions. Statist. Probab. Lett. in press, doi:10.1016/j.spl.2008.06.026.
14. Xiong, S., Mu, W., 2008. Nonparametric interval estimation in one-way random-effects models. Comm. Statist. Theory Methods, to appear.
15. Zacks S. Introduction to Reliability Analysis: Probability Models and Statistical Methods (1992), Springer, New York
16. Zhou X.-H., and Dinh P. Nonparametric confidence intervals for the one- and two-sample problems. Biostatistics 6 (2005) 187-200