An exact confidence set for a maximum point of a univariate polynomial function in a given interval
An exact confidence set for a maximum point of a univariate polynomial function in a given interval
Construction of a confidence set for a maximum point of a function is an important statistical problem which has many applications. In this paper, an exact 1 ? ? confidence set is provided for a maximum point of a univariate polynomial function in a given interval. It is shown how the construction method can readily be applied to many parametric and semiparametric regression models involving a univariate polynomial function. Examples are given to illustrate this confidence set and to demonstrate that it can be substantially narrower and so better than the only other confidence set available in the statistical literature that guarantees 1 ? ? confidence level.
559-565
Wan, Fang
dd06c26a-977d-41fd-9d8c-58c7393d90c2
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Han, Yang
8cd0ca3e-648a-4c0f-904c-4f353ba9ebdb
Bretz, Frank
aa8a675f-f53f-4c50-8931-8e9b7febd9f0
2015
Wan, Fang
dd06c26a-977d-41fd-9d8c-58c7393d90c2
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Han, Yang
8cd0ca3e-648a-4c0f-904c-4f353ba9ebdb
Bretz, Frank
aa8a675f-f53f-4c50-8931-8e9b7febd9f0
Wan, Fang, Liu, Wei, Han, Yang and Bretz, Frank
(2015)
An exact confidence set for a maximum point of a univariate polynomial function in a given interval.
Technometrics, 57 (4), .
(doi:10.1080/00401706.2014.962708).
Abstract
Construction of a confidence set for a maximum point of a function is an important statistical problem which has many applications. In this paper, an exact 1 ? ? confidence set is provided for a maximum point of a univariate polynomial function in a given interval. It is shown how the construction method can readily be applied to many parametric and semiparametric regression models involving a univariate polynomial function. Examples are given to illustrate this confidence set and to demonstrate that it can be substantially narrower and so better than the only other confidence set available in the statistical literature that guarantees 1 ? ? confidence level.
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e-pub ahead of print date: 18 November 2015
Published date: 2015
Organisations:
Statistics
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Local EPrints ID: 369890
URI: http://eprints.soton.ac.uk/id/eprint/369890
ISSN: 0040-1706
PURE UUID: e892d741-19ed-490e-8041-461f42a5b814
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Date deposited: 08 Oct 2014 10:51
Last modified: 15 Mar 2024 02:43
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Author:
Fang Wan
Author:
Yang Han
Author:
Frank Bretz
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