Results 181 to 190 of about 622,486 (222)

Model robust confidence intervals

Journal of Statistical Planning and Inference, 1982
Abstract Confidence intervals are constructed for real-valued parameter estimation in a general regression model with normal errors. When the error variance is known these intervals are optimal (in the sense of minimizing length subject to guaranteed probability of coverage) among all intervals estimates which are centered at a linear estimate of the
J. Sacks, J. Sacks, George Knafl, Donald Ylvisaker   +3 more
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A Robust Confidence Interval for Location

Technometrics, 1987
Robust estimation procedures have been the subject of a large number of comparative studies. Less attention has been paid to confidence intervals and tests based on these procedures and to cases in which the underlying distribution is nonsymmetric. This article investigates the properties of just one interval M estimator of location.
Charles E. du Mond, Russell V. Lenth
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Robust confidence interval for the variance

Journal of Statistical Computation and Simulation, 1999
In this paper six confidence intervals for the variance of a distribution are proposed. Extensive simulation study is performed to evaluate the performance of the intervals. A confidence interval based on an L-estimate of scale is found to be robust; in otherwords, regardless of the sample size and the distribution considered in the study, its actual ...
S. Jeyaratnam, Abdelrahim M. Barham
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Robust generalized confidence intervals

Communications in Statistics - Simulation and Computation, 2016
ABSTRACTMost interval estimates are derived from computable conditional distributions conditional on the data.
Shifeng Xiong, Weiyan Mu
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Robust multiple confidence intervals for contrasts

Computational Statistics & Data Analysis, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martin Bachmaier, Manfred Precht
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Confidence intervals based on robust regression

Journal of Statistical Planning and Inference, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Julie Zhou, Chris Field
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Robust Confidence Intervals for Regression Parameters

Australian & New Zealand Journal of Statistics, 1998
The paper considers the problem of finding accurate small sample confidence intervals for regression parameters. Its approach is to construct conditional intervals with good robustness characteristics. This robustness is obtained by the choice of the density under which the conditional interval is computed.
Chris Field, Alan H. Welsh
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A note on exact robust confidence intervals for location

Biometrika, 1979
SUMMARY The use of a simple permutation argument to set exact confidence limits for the location parameter of a symmetric distribution is described. The argument is applied to estimates based on original observations and on ranks and to M-estimates. Some key word8: Exact confidence limit; Location estimate; M-estimate; Ranks; Robustness.
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ROBUSTNESS OF WILKS' CONSERVATIVE ESTIMATE OF CONFIDENCE INTERVALS

International Journal for Uncertainty Quantification, 2015
The striking generality and simplicity of Wilks’ method has made it popular for quantifying modeling uncertainty. A conservative estimate of the confidence interval is obtained from a very limited set of randomly drawn model sample values, with probability set by the assigned so-called stability. In contrast, the reproducibility of the estimated limits,
Jeffrey Uhlmann, J P Hessling
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Robust confidence intervals for the center of a symmetric distribution

Journal of Statistical Computation and Simulation, 1989
This paper gives critical values that can be used to construct a confidence interval for the center of a distribution, based on one of several robust estimators of location. The estimators studied include two hubers (tuning constants 1.0 and 1.5), two bisquares (constants 6.0 and 7.5), and three trimmed means (15%, 20%, and 25%).
R.V. Lenth, A.R. Padmanabhan
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