An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters

Computational Statistics

Volumn 28, Issue 4, 2013, Pages 1501-1527

  Tyralis, Hristos ^a   Koutsoyiannis, Demetris ^a   Kozanis, Stefanos ^a  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

Author keywords

Confidence interval; Hydrological statistics; Location scale family; Maximum likelihood; Monte Carlo

Indexed keywords

EID: 84881039137     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-012-0364-7     Document Type: Article

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