學術產出-Periodical Articles

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

  • No doi shows Citation Infomation
題名 Comments on Hybrid Resampling Methods for Confidence Intervals
作者 翁久幸;Michael Woodroofe
Weng, Ruby C. ; Woodroofe, Michael
關鍵詞 Bootstrap confidence intervals;empirical likelihood;group sequential tests;hybrid resampling;nonparametric tilting
日期 2000
上傳時間 19-Dec-2008 14:50:10 (UTC+8)
摘要 This paper considers the problem of constructing confidence intervals for a single parameter θ in a multiparameter or nonparametric family. Hybrid resampling methods, which "hybridize" the essential features of bootstrap and ex-act methods, are proposed and developed for both parametric and nonparametric situations. In particular, we apply such methods to construct confidence regions, whose coverage probabilities are nearly equal to the nominal ones, for the treat-ment effects associated with the primary and secondary endpoints of a clinical trial whose stopping rule, specified by a group sequential test, makes the approximate pivots in the nonsequential bootstrap method highly "non-pivotal". We also apply hybrid resampling methods to construct second-order correct confidence intervals in possibly non-ergodic autoregressive models and branching processes.
關聯 Statistica Sinica, 10(1), 33-36
資料類型 article
dc.creator (作者) 翁久幸;Michael Woodroofezh_TW
dc.creator (作者) Weng, Ruby C. ; Woodroofe, Michael-
dc.date (日期) 2000en_US
dc.date.accessioned 19-Dec-2008 14:50:10 (UTC+8)-
dc.date.available 19-Dec-2008 14:50:10 (UTC+8)-
dc.date.issued (上傳時間) 19-Dec-2008 14:50:10 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/18138-
dc.description.abstract (摘要) This paper considers the problem of constructing confidence intervals for a single parameter θ in a multiparameter or nonparametric family. Hybrid resampling methods, which "hybridize" the essential features of bootstrap and ex-act methods, are proposed and developed for both parametric and nonparametric situations. In particular, we apply such methods to construct confidence regions, whose coverage probabilities are nearly equal to the nominal ones, for the treat-ment effects associated with the primary and secondary endpoints of a clinical trial whose stopping rule, specified by a group sequential test, makes the approximate pivots in the nonsequential bootstrap method highly "non-pivotal". We also apply hybrid resampling methods to construct second-order correct confidence intervals in possibly non-ergodic autoregressive models and branching processes.-
dc.format application/psen_US
dc.format.extent 0 bytes-
dc.format.mimetype application/postscript-
dc.language enen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) Statistica Sinica, 10(1), 33-36en_US
dc.subject (關鍵詞) Bootstrap confidence intervals;empirical likelihood;group sequential tests;hybrid resampling;nonparametric tilting-
dc.title (題名) Comments on Hybrid Resampling Methods for Confidence Intervalsen_US
dc.type (資料類型) articleen