Search Results - subject:"confidence interval"

Optimal sample size in a triangular model for sensitive questions

Jaworski, Stanisław - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 221-231

confidence interval (CI) for this fraction is constructed. The optimal sample size for obtaining the CI of a given length is also …

Persistent link: https://www.econbiz.de/10015338856

Some additional remarks on statistical properties of Cohen’s d in the presence of covariates

Groß, Jürgen; Möller, Annette - In: Statistical Papers 65 (2024) 6, pp. 3971-3979

may be considered as a natural generalization of the unbiased Hedges’ g . In addition, confidence interval estimation for … the unknown parameter is demonstrated by applying the so-called inversion confidence interval principle. The regarded …

Persistent link: https://www.econbiz.de/10015358816

Inference in a stationary/nonstationary autoregressive time-varying-parameter model

Andrews, Donald W. K.; Li, Ming - 2024

Persistent link: https://www.econbiz.de/10014538994

Confidence intervals for functions of signal-to-noise ratio with application to economics and finance

Warisa Thangjai; Sa-Aat Niwitpong - In: Asian journal of economics and banking : AJEB 8 (2024) 2, pp. 199-218

generalized confidence interval (GCI), large sample and Bayesian approaches. The difference between SNRs was estimated through the …

Persistent link: https://www.econbiz.de/10015049329

Heterogeneity in carbon intensity patterns : a subsampling approach

Hounyo, Ulrich; Kakeu, Johnson; Lu, Li - In: Energy economics 138 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015182942

OptionNet : a multiscale residual deep learning model with confidence interval to predict option price

Lin, Luwei; Wang, Meiqing; Cheng, Hang; Liu, Rong; Chen, Fei - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-11

-Term Memory neural network module (LSTM) and confidence interval output module (CI). The proposed model can effectively extract …

Persistent link: https://www.econbiz.de/10014514028

The shortest confidence interval for the ratio of quantiles of the Dagum distribution

Jędrzejczak, Alina; Pekasiewicz, Dorota; Zieliński, … - In: Journal of economic inequality 21 (2023) 2, pp. 499-509

Persistent link: https://www.econbiz.de/10014323210

Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...

Persistent link: https://www.econbiz.de/10014312069

A new confidence interval for the odds ratio

Zielińska-Kolasińska, Zofia; Zieliński, Wojciech - In: Statistics in transition : an international journal of … 24 (2023) 2, pp. 113-128

We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied … in economics, medicine, sociology, etc. Unfortunately, this confidence interval has a poor coverage probability …, significantly smaller than the nominal confidence level. In this paper, a new confidence interval is proposed. Its construction …

Persistent link: https://www.econbiz.de/10015052119

Convergence and bound computation for chance constrained distributionally robust models using sample approximation

Lei, Jiaqi; Mehrotra, Sanjay - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015359118