CI2 for creating and comparing confidence-intervals for time-series bivariate plots

Bootstrapping confidence intervals for the change-point of time series

We study an AMOC time series model with an abrupt change in the mean and dependent errors that fulfill certain mixing conditions. We obtain confidence intervals for the unknown change-point via bootstrapping methods. Precisely we use a block bootstrap of the estimated centered error sequence. Then we reconstruct a sequence with a change in the mean using the same estimators as before. The diffe...

Confidence intervals in stationary autocorrelated time series

In this study we examine in covariance stationary time series the consequences of constructing confidence intervals for the population mean using the classical methodology based on the hypothesis of independence. As criteria we use the actual probability the confidence interval of the classical methodology to include the population mean (actual confidence level), and the ratio of the sampling e...

Simultaneous confidence intervals for comparing binomial parameters.

SUMMARY To compare proportions with several independent binomial samples, we recommend a method of constructing simultaneous confidence intervals that uses the studentized range distribution with a score statistic. It applies to a variety of measures, including the difference of proportions, odds ratio, and relative risk. For the odds ratio, a simulation study suggests that the method has cover...

Confidence Intervals for Independent Exponential Series Systems

Comparing Simultaneous and Pointwise Confidence Intervals for Hydrological Processes

Distribution function estimation of the random variable of river flow is an important problem in hydrology. This issue is directly related to quantile estimation, and consequently to return level prediction. The estimation process can be complemented with the construction of confidence intervals (CIs) to perform a probabilistic assessment of the different variables and/or estimated functions. I...