Saddlepoint confidence intervals for variance components

Autor:	Suojin Wang, Shyh-Tyan Ou, Ronald R. Hocking
Rok vydání:	1997
Předmět:	Statistics and Probability Statistics::Theory Applied Mathematics Modeling and Simulation Statistics Statistics::Methodology Variance components Statistics Probability and Uncertainty Cumulant Confidence interval Statistics::Computation Mathematics
Zdroj:	Journal of Statistical Computation and Simulation. 58:255-268
ISSN:	1563-5163 0094-9655
Popis:	In this paper, saddlepoint methods are proposed for confidence intervals for variance components. The accuracy of the saddlepoint approximation is illustrated in this application. A simulation study is also conducted to compare with existing methods in various situations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1731c74afa6883e644c29de3590ecf77 https://doi.org/10.1080/00949659708811834 Zobrazit plný text záznamu