- Tytuł:
- On construction of confidence intervals for a mean of dependent data
- Autorzy:
-
Ćwik, Jan
Mielniczuk, Jan - Powiązania:
- https://bibliotekanauki.pl/articles/729824.pdf
- Data publikacji:
- 2001
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
confidence intervals
short-range dependence
reuse block methods
normal approximation
iterated random function sequence - Opis:
- In the report, the performance of several methods of constructing confidence intervals for a mean of stationary sequence is investigated using extensive simulation study. The studied approaches are sample reuse block methods which do not resort to bootstrap. It turns out that the performance of some known methods strongly depends on a model under consideration and on whether a two-sided or one-sided interval is used. Among the methods studied, the block method based on weak convergence result by Wu (2001) seems to perform most stably.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2001, 21, 2; 121-147
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł