Robust small sample properties for likelihood based confidence regions

2010 IEEE International Instrumentation and Measurement Technology Conference, I2MTC 2010 - Proceedings

Volumn , Issue , 2010, Pages 392-396

  Barbé, Kurt ^a   Schoukens, Johan ^a  

^a VRIJE UNIVERSITEIT BRUSSEL   (Belgium)

Author keywords

Confidence intervals; Finite sample properties; Hypothesis tests; Interval estimation; Parameter estimation; Short records; Time series analysis

Indexed keywords

CONFIDENCE INTERVAL; FINITE SAMPLE PROPERTIES; HYPOTHESIS TESTS; INTERVAL ESTIMATION; SHORT RECORDS;

ASYMPTOTIC ANALYSIS; INSTRUMENTS; MEASUREMENT THEORY; SAMPLING; STATISTICAL MECHANICS; TIME SERIES; TIME SERIES ANALYSIS;

PARAMETER ESTIMATION;

EID: 77957836398     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/IMTC.2010.5488192     Document Type: Conference Paper

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