Results 291 to 300 of about 666,183 (322)

CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER

Journal of Time Series Analysis, 1981
Abstract. The confidence interval properties of several estimators of the transition parameter, φ, in the first order autoregressive model are examined by a Monte Carlo study. The least squares confidence interval estimator, as well as two forms of a proposed robust confidence interval based on a generalized M‐estimator, are examined under two model ...
Birch, Jeffrey B., Martin, R. Douglas
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Robust Confidence Interval for a Ratio of Standard Deviations

Applied Psychological Measurement, 2006
Comparing variability of test scores across alternate forms, test conditions, or subpopulations is a fundamental problem in psychometrics. A confidence interval for a ratio of standard deviations is proposed that performs as well as the classic method with normal distributions and performs dramatically better with nonnormal distributions. A simple and
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Robust regression and small sample confidence intervals

Journal of Statistical Planning and Inference, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Robust confidence interval for a residual standard deviation

Journal of Applied Statistics, 2005
Abstract The residual standard deviation of a general linear model provides information about predictive accuracy that is not revealed by the multiple correlation or regression coefficients. The classic confidence interval for a residual standard deviation is hypersensitive to minor violations of the normality assumption and its robustness does not ...
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ROBUST CONFIDENCE INTERVALS IN LINEAR REGRESSION

2011
Sağlam regresyon yöntemlerine ilişkin çok sayıda çalışma olmasına rağmen, regresyon parametrelerinin sağlam güven aralığına ve testlerine ilişkin çalışmalar az sayıdadır. Bu çalışmaların çoğu da konum parametresinin güven aralığı üzerinedir. Bu çalışmada, doğrusal regresyon analizinde normallikten sapmalar ve aykırı değer varlığında, parametre ...
ÇETİN, Meral, KAVRUK, Tuba
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Model Robust Confidence Intervals Using Maximum Likelihood Estimators

International Statistical Review / Revue Internationale de Statistique, 1986
Summary: Standard large-sample confidence intervals about a maximum likelihood estimator \({\hat \theta}\) are two-thirds robust; i.e. when the parametric model is imperfect \({\hat \theta}\) often remains consistent and asymptotically normal. The confidence intervals are invalidated only because the third necessary condition, consistency of the ...
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Robust Sequential Confidence Intervals for the Behrens–Fisher Problem^*

Calcutta Statistical Association Bulletin, 1971
Summary The problem of providing a bounded length (sequential) confidence interval for the median of a symmetric (but otherwise unknown) distribution based on a general class of one-sample rank-order statistics was investigated in (Sen & Ghosh, 1971).
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The smoothing parameter, confidence interval and robustness for smoothing splines

Journal of Nonparametric Statistics, 2005
Diagnostic measure for nonparametric regression using splines is given. The measure which incorporates important information provided by the smoothing parameter has the potential of identifying ‘unusual’ observations. These influential observations can substantially influence the global behavior of the fitted curve.
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A Robust Confidence Interval for Samples of Five Observations.

1979
Abstract : A robust confidence interval using biweights for the case of five observations is proposed when the underlying distribution has somewhat heavier tails than the Gaussian. The distribution of a t-like statistic is approximated by a Student's t on the nominal four degrees of freedom using different scale factors which depend upon the value of ...
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Neutralizing antibody levels are highly predictive of immune protection from symptomatic SARS-CoV-2 infection

Nature Medicine, 2021
David S Khoury, Deborah Cromer, Arnold Reynaldi   +2 more
exaly