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  • Search: subject:"Coverage probability"
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Year of publication
Subject
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Coverage probability 49 coverage probability 27 Confidence interval 11 Estimation theory 9 Schätztheorie 9 Bias 6 Simulation 5 Coverage Probability 4 Generalized pivotal quantity 4 Probability theory 4 Wahrscheinlichkeitsrechnung 4 Asymptotic efficiency 3 Binomial distribution 3 Einheitswurzeltest 3 Estimation 3 Forecasting model 3 Frequentist coverage probability 3 Prognoseverfahren 3 Regression analysis 3 Regressionsanalyse 3 Schätzung 3 Systematischer Fehler 3 Time series analysis 3 Unit root test 3 Zeitreihenanalyse 3 confidence set 3 simulation 3 Asymptotic expansion 2 Autoregressive root 2 Bootstrap 2 Bootstrap confidence interval 2 Cointegrated system 2 Crop insurance 2 Edgeworth expansion 2 Generalized confidence interval 2 Generalized p value 2 IVX estimation 2 Instrumental variables 2 Irrelevant instrument 2 Jackknife empirical likelihood 2
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Online availability
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Undetermined 67 Free 16 CC license 3
Type of publication
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Article 76 Book / Working Paper 10 Other 2
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Arbeitspapier 2 Article 2 Working Paper 2 research-article 2 Aufsatz im Buch 1 Book section 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1
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Language
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Undetermined 65 English 23
Author
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Phillips, Peter C. B. 4 Krishnamoorthy, K. 3 Lui, Kung-Jong 3 Phillips, Peter C.B. 3 Wang, Weizhen 3 Ahmadi, Jafar 2 Balakrishnan, N. 2 Cumberland, William 2 Jan, Tariq Rashid 2 Jiratampradab, Arisa 2 Kaplan, David M. 2 Liu, Xin 2 Malekzadeh, A. 2 Mathew, Thomas 2 Para, Bilal Ahmad 2 Porth, Lysa 2 Pötscher, Benedikt M. 2 Qi, Yongcheng 2 Suntornchost, Jiraphan 2 Supapakorn, Thidaporn 2 Uno, Chikara 2 Wang, Ke 2 Xiao, Yugu 2 Zhao, Yichuan 2 Ahmadi, J. 1 Al-Ibrahim, A. 1 Al-Kandari, Noriah 1 Andrews, Donald W.K. 1 Arashi, M. 1 Arghami, N. 1 Bahamyirou, Asma 1 Baklizi, Ayman 1 Bandopadhaya, Shuvabrata 1 Basu, Sanjib 1 Belaghi, R. Arabi 1 Beran, Rudolf 1 Bhattacharya, Rianka 1 Bouadoumou, Maxime K 1 Bratcher, Tom 1 Casella, George 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Mathematica Policy Research 1
Published in...
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Annals of the Institute of Statistical Mathematics 11 Statistics & Probability Letters 8 Journal of Multivariate Analysis 7 Computational Statistics & Data Analysis 6 Computational Statistics 4 Journal of Applied Statistics 4 Metrika 4 Statistical Papers / Springer 4 Cowles Foundation Discussion Papers 3 MPRA Paper 3 Statistical Methods and Applications 3 Psychometrika 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Stochastics and Quality Control 2 Asian journal of economics and banking : AJEB 1 China Agricultural Economic Review 1 China agricultural economic review : publ. in association with the China Agricultural University 1 Cowles Foundation discussion paper 1 Econometric reviews 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 Economic Quality Control 1 Economics letters 1 European journal of industrial engineering : EJIE 1 European journal of operational research : EJOR 1 International Journal of Interdisciplinary Telecommunications and Networking (IJITN) 1 International journal of quality & reliability management 1 Journal of Econometrics 1 Journal of econometrics 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 METRON 1 Mathematica Policy Research Reports 1 Statistics in Transition New Series 1 Statistics in Transition new series (SiTns) 1 Strategic system assurance and business analytics 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Working paper series / Department of Economics, University of Missouri-Columbia 1
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Source
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RePEc 64 ECONIS (ZBW) 15 Other ZBW resources 4 BASE 3 EconStor 2
Showing 11 - 20 of 88
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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325
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Semi-parametric Bayesian Partially Identified Models based on Support Function
Liao, Yuan; Simoni, Anna - Volkswirtschaftliche Fakultät, … - 2012
, that of the identified set has asymptotically correct coverage probability in the frequentist sense. Moreover, we establish …
Persistent link: https://www.econbiz.de/10011113790
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On Confidence Intervals for Autoregressive Roots and Predictive Regression
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2012
stationary autoregression where they manifest locational bias and width distortion. In particular, the coverage probability of …, the Campbell and Yogo (2006) confidence intervals for the regression coefficient have zero coverage probability …
Persistent link: https://www.econbiz.de/10011015213
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A bootstrap approach for pricing crop yield insurance
Xiao, Yugu; Wang, Ke; Porth, Lysa - In: China Agricultural Economic Review 9 (2017) 2, pp. 225-237
Purpose While crop insurance ratemaking has been studied for many decades, it is still faced with many challenges. Crop insurance premium rates (PRs) are traditionally determined only by point estimation, and this approach may lead to uncertainty because it is sensitive to the underwriter’s...
Persistent link: https://www.econbiz.de/10014689968
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Coverage Analysis of Heterogeneous Wireless Network with n-Interacted Transmission Nodes
Samal, Soumya Ranjan; Bandopadhaya, Shuvabrata; Dora, … - In: International Journal of Interdisciplinary … 9 (2017) 4, pp. 49-58
the successful commercial implementation of HetNets is their low coverage probability. The strategies proposed currently …
Persistent link: https://www.econbiz.de/10012045966
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Bootstrap Lower Confidence Limits of Superstructure Process Capability Indices for Esscher-Transformed Laplace Distribution
George, Sebastian; Sasi, Ajitha - In: Stochastics and Quality Control 32 (2017) 2, pp. 87-98
of {C_{N_{p}}(u,v)} , which provide lower confidence intervals with coverage probability nearer to the nominal value …
Persistent link: https://www.econbiz.de/10014591012
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A bootstrap approach for pricing crop yield insurance
Xiao, Yugu; Wang, Ke; Porth, Lysa - In: China agricultural economic review : publ. in … 9 (2017) 2, pp. 225-237
Persistent link: https://www.econbiz.de/10011800559
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Interval Estimation for the Correlation Coefficient
Jung, Aekyung - 2011
compare the new intervals with existing intervals in terms of coverage probability and interval length. Finally, two real …
Persistent link: https://www.econbiz.de/10009463413
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Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data
Bouadoumou, Maxime K - 2011
Wald-type procedure, the empirical likelihood, and the jackknife empirical likelihood in terms of coverage probability and …
Persistent link: https://www.econbiz.de/10009480800
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Revisiting activity sampling : a fresh look at binomial proportion confidence intervals
Disney, Stephen M. - In: European journal of industrial engineering : EJIE 10 (2016) 6, pp. 724-759
Persistent link: https://www.econbiz.de/10011687566
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