Ratsimalahelo, Zaka - In: Econometrics : open access journal 13 (2025) 3, pp. 1-27
This paper considers the problem of constructing confidence intervals (CIs) for nonlinear functions of parameters … distributions. The resulting bias-corrected confidence intervals are easy to compute and have a good coverage probability that … according to the Delta method and the Edgeworth expansion. Thus, our new methods for constructing confidence intervals account …