HIGHER ORDER ACCURATE CONFIDENCE INTERVALS FOR SMOOTH FUNCTIONS OF MEANS WITH APPLICATION TO THE CORRELATION COEFFICIENT

    • Taguri M.
    • Department of Mathematics and Informatics, Chiba University

抄録

Higher order asymptotic expansions for studentized statistics under smooth function model are developed. The emphasis is on constructing higher order accurate confidence intervals, for parameters being smooth functions of means, based on the third order inverse Edgeworth expansions. The asymptotic results developed here are compared with similar results previously derived for the delete-one jackknife-t statistics. Extensive Monte Carlo studies are carried out in the case of estimating the correlation coefficient from bivariate normal populations. Comparisons are also made with the standard confidence intervals based on Fisher's normal approximation, which serves as a good bench mark in estimating the correlation coefficient.

収録刊行物

Journal of the Japanese Society of Computational Statistics   [巻号一覧]

Journal of the Japanese Society of Computational Statistics 8(1), 17-36, 1995-12  [この号の目次]

日本計算機統計学会

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各種コード

  • NII論文ID(NAID) :
    110001235619
  • NII書誌ID(NCID) :
    AA10823693
  • 本文言語コード :
    ENG
  • 資料種別 :
    ART
  • ISSN :
    09152350
  • 収録DB :
    CJP書誌  CJP引用  NII-ELS