confidence i ntervals a re e stablished based on the MLEs using the delta technique, while Bayes credible intervals are …

We propose a methodology for constructing confidence intervals for macroeconomic forecasts that directly incorporate … allowing the width of confidence intervals to vary systematically with prevailing uncertainty conditions, this approach yields … more informative and context-sensitive intervals than traditional, static methods relying solely on past forecast errors …

confidence intervals are shown to have correct asymptotic size (uniformly over the space of autoregressive parameters and the … procedure can be used to construct valid confidence intervals in standard epidemiological models as well as to test in real …

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 …