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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/18138


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    題名: Comments on Hybrid Resampling Methods for Confidence Intervals
    作者: 翁久幸;Michael Woodroofe
    Weng, Ruby C.;Woodroofe, Michael
    關鍵詞: Bootstrap confidence intervals;empirical likelihood;group sequential tests;hybrid resampling;nonparametric tilting
    日期: 2000
    上傳時間: 2008-12-19 14:50:10 (UTC+8)
    摘要: This paper considers the problem of constructing confidence intervals for a single parameter θ in a multiparameter or nonparametric family. Hybrid resampling methods, which "hybridize" the essential features of bootstrap and ex-act methods, are proposed and developed for both parametric and nonparametric situations. In particular, we apply such methods to construct confidence regions, whose coverage probabilities are nearly equal to the nominal ones, for the treat-ment effects associated with the primary and secondary endpoints of a clinical trial whose stopping rule, specified by a group sequential test, makes the approximate pivots in the nonsequential bootstrap method highly "non-pivotal". We also apply hybrid resampling methods to construct second-order correct confidence intervals in possibly non-ergodic autoregressive models and branching processes.
    關聯: Statistica Sinica, 10(1), 33-36
    資料類型: article
    顯示於類別:[統計學系] 期刊論文

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