Coverage of generalized confidence intervals
نویسندگان
چکیده
منابع مشابه
Fiducial Generalized Confidence Intervals
Generalized pivotal quantities (GPQs) and generalized confidence intervals (GCIs) have proven to be useful tools for making inferences in many practical problems. Although GCIs are not guaranteed to have exact frequentist coverage, a number of published and unpublished simulation studies suggest that the coverage probabilities of such intervals are sufficiently close to their nominal value so a...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2009
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.12.001