Valid and approximately valid confidence intervals for current status data

نویسندگان

چکیده

Abstract We introduce a new approach for creating pointwise confidence intervals the distribution of event times current status data. Existing methods are based on asymptotics. Our is binomial properties and motivates that very simple to apply valid guarantee nominal coverage. Although these necessarily conservative small sample sizes, asymptotically their coverage rate approaches one. This also approximately intervals, simulations show approximate generally have rates closer level with shorter length than existing such as interval likelihood ratio test. Unlike previous asymptotic require different distributions continuous or grid-based assessment, can be applied either type assessment distribution.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Confidence Intervals for Current Status Data

The likelihood ratio statistic for testing pointwise hypotheses about the survival time distribution in the current status model can be inverted to yield confidence intervals. One advantage of this procedure is that confidence intervals can be formed without estimating the unknown parameters that figure in the asymptotic distribution of the MLE of the distribution function. We discuss the likel...

متن کامل

Indexing Valid Time Intervals

To support temporal operators and to increase the efficiency of temporal queries, indexing based on temporal attributes is required. We consider the problem of indexing the temporal dimension in valid time databases. We assume that the temporal information of data objects are represented as valid time intervals that have to be managed dynamically by an efficient index structure. Unlike the time...

متن کامل

Asymptotically Valid Confidence Intervals for Quantiles and Values-at-Risk When Applying Latin Hypercube Sampling

Quantiles, which are also known as values-at-risk in finance, are often used as risk measures. Latin hypercube sampling (LHS) is a variance-reduction technique (VRT) that induces correlation among the generated samples in such a way as to increase efficiency under certain conditions; it can be thought of as an extension of stratified sampling in multiple dimensions. This paper develops asymptot...

متن کامل

Valid Confidence Intervals and Inference in the Presence of Weak Instruments

We investigate confidence intervals and inference for the instrumental variables model with weak instruments. Wald-based confidence intervals perform poorly in that the probability they reject the null is far greater than their nominal size. In the worst case, Wald-based confidence intervals always exclude the true parameter value. Confidence intervals based on the LM, LR, and Anderson-Rubin st...

متن کامل

Valid Two-Step Identification-Robust Confidence Sets for GMM

In models with potential weak identification researchers often decide whether to report a robust confidence set based on an initial assessment of model identification. Two-step procedures of this sort can generate large coverage distortions for reported confidence sets, and existing procedures for controlling these distortions are quite limited. This paper introduces a generally-applicable appr...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of The Royal Statistical Society Series B-statistical Methodology

سال: 2021

ISSN: ['1467-9868', '1369-7412']

DOI: https://doi.org/10.1111/rssb.12422