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  • Search: subject:"coverage probability"
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Year of publication
Subject
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coverage probability 8 Coverage probability 5 Confidence interval 4 Bias 3 Estimation theory 3 Schätztheorie 3 Bootstrap 2 Coverage Probability 2 Estimation 2 Schätzung 2 Systematischer Fehler 2 compounding model 2 confidence set 2 count data 2 epileptic seizure counts 2 fiducial inference 2 penalized maximum likelihood 2 pivotal quantity 2 simulation 2 unbalanced one-way random effects model 2 variance components 2 Asymptotic expansion 1 Autoregressive root 1 Average length 1 Confidence belt 1 Edgeworth expansion 1 Education 1 Einheitswurzeltest 1 Empirical Likelihood 1 Endogenous instrumentation 1 Fisher's z-transformation 1 Forecasting model 1 Generalisiertes lineares Modell 1 Generalized linear model 1 Generalized pivotal quantity 1 IVX estimation 1 Indirect inference 1 Jackknife 1 Jackknife empirical likelihood 1 Kendall’s estimating equation Gehan 1
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Online availability
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Free 16 CC license 3
Type of publication
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Book / Working Paper 9 Article 5 Other 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 2 Article 2 Working Paper 2 Graue Literatur 1 Non-commercial literature 1 Thesis 1
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Language
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English 10 Undetermined 6
Author
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Jan, Tariq Rashid 2 Jiratampradab, Arisa 2 Para, Bilal Ahmad 2 Phillips, Peter C.B. 2 Pötscher, Benedikt M. 2 Suntornchost, Jiraphan 2 Supapakorn, Thidaporn 2 Andrews, Donald W.K. 1 Bouadoumou, Maxime K 1 Dayton, C. Mitchell 1 Han, Sukjin 1 Jung, Aekyung 1 Kaplan, David M. 1 Liao, Yuan 1 Liu, Xin 1 Phillips, Peter C. B. 1 Sa-Aat Niwitpong 1 Schneider, Ulrike 1 Simoni, Anna 1 Sun, Yixiao 1 Warisa Thangjai 1 Zhang, Dongquan 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
Published in...
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Cowles Foundation Discussion Papers 3 MPRA Paper 3 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Asian journal of economics and banking : AJEB 1 Cowles Foundation discussion paper 1 Statistics in Transition New Series 1 Statistics in Transition new series (SiTns) 1 Working paper series / Department of Economics, University of Missouri-Columbia 1
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Source
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RePEc 6 ECONIS (ZBW) 5 BASE 3 EconStor 2
Showing 1 - 10 of 16
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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
approaches. The performance of these confidence intervals was assessed using coverage probability and average length, evaluated … of both coverage probability and average length for the SNR and the difference between SNRs. Hence, employing the GCI …
Persistent link: https://www.econbiz.de/10015049329
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Confidence intervals for intentionally biased estimators
Kaplan, David M.; Liu, Xin - 2023
Persistent link: https://www.econbiz.de/10014313167
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Comparison of confidence intervals for variance components in an unbalanced one-way random effects model
Jiratampradab, Arisa; Supapakorn, Thidaporn; … - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 149-160
coverage probability that maintains at the nominal confidence level of 0.95 and the shortest average length of the confidence … perform very well in terms of both the empirical coverage probability and the average length of the confidence interval. The …
Persistent link: https://www.econbiz.de/10015051626
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Comparison of confidence intervals for variance components in an unbalanced one-way random effects model
Jiratampradab, Arisa; Supapakorn, Thidaporn; … - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 149-160
coverage probability that maintains at the nominal confidence level of 0.95 and the shortest average length of the confidence … perform very well in terms of both the empirical coverage probability and the average length of the confidence interval. The …
Persistent link: https://www.econbiz.de/10014287916
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Poisson Weighted Ishita Distribution: Model for Analysis of Over-Dispersed Medical Count Data
Para, Bilal Ahmad; Jan, Tariq Rashid - In: Statistics in Transition New Series 21 (2020) 3, pp. 171-184
A new over-dispersed discrete probability model is introduced, by compounding the Poisson distribution with the weighted Ishita distribution. The statistical properties of the newly introduced distribution have been derived and discussed. Parameter estimation has been done with the application...
Persistent link: https://www.econbiz.de/10012600264
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Poisson weighted Ishita distribution : model for analysis of over-dispersed medical count data
Para, Bilal Ahmad; Jan, Tariq Rashid - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 171-184
A new over-dispersed discrete probability model is introduced, by compounding the Poisson distribution with the weighted Ishita distribution. The statistical properties of the newly introduced distribution have been derived and discussed. Parameter estimation has been done with the application...
Persistent link: https://www.econbiz.de/10012291678
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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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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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