Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

Confidence Intervals for Long Memory Regressions

Improved Confidence Intervals for the Youden Index

The Youden Index is a summary measurement of the receiver operating characteristic (ROC) curve for the accuracy of a diagnostic test with ordinal or continuous endpoints. The bootstrap confidence interval based on the adjusted proportion estimate was shown to have satisfactory performance among the existing confidence intervals, including the parametric interval via the delta method. In this ar...

Bootstrap confidence intervals in a switching regressions model

Traditional switching regression methods produce slope and intercept estimates conditional on the change point estimate, with confidence intervals that overstate their precision. This paper describes the problem and a bootstrap alternative. Extensive sampling experiments confirm that the traditional methods overstate precision, and that bootstrap confidence intervals are far more accurate.

Comparison of five introduced confidence intervals for the binomial proportion

So far many confidence intervals were introduced for the binomial proportion. In this paper, our purpose is comparing five well known based on their exact confidence coefficient and average coverage probability.

Fuzzy Confidence Intervals for Mean of Fuzzy Random Variables

This article has no abstract.