Menéndez, P.; Fan, Y.; Garthwaite, P.H.; Sisson, S.A. - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 35-44
A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any distributional assumptions. It can be applied to both...