Construction of simultaneous confidence bands using conditional Monte Carlo
Construction of simultaneous confidence bands using conditional Monte Carlo
A method based on conditional Monte Carlo is introduced to construct the one-sided and two-sided simultaneous confidence bands of the constant width and hyperbolic shapes.
Regression, Simulation, Statistical inference
Zhou, Sanyu
8b006abb-cfc9-4099-94b3-a6f9a034decf
Yao, K
03bd93d1-b1ff-4256-ab82-f23f2d4c19d8
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Bretz, Frank
aa8a675f-f53f-4c50-8931-8e9b7febd9f0
2 December 2021
Zhou, Sanyu
8b006abb-cfc9-4099-94b3-a6f9a034decf
Yao, K
03bd93d1-b1ff-4256-ab82-f23f2d4c19d8
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Bretz, Frank
aa8a675f-f53f-4c50-8931-8e9b7febd9f0
Zhou, Sanyu, Yao, K, Liu, Wei and Bretz, Frank
(2021)
Construction of simultaneous confidence bands using conditional Monte Carlo.
Statistics & Probability Letters, 182, [109325].
(doi:10.1016/j.spl.2021.109325).
Abstract
A method based on conditional Monte Carlo is introduced to construct the one-sided and two-sided simultaneous confidence bands of the constant width and hyperbolic shapes.
Text
C_of_SCB_UIS (002)
- Accepted Manuscript
More information
Accepted/In Press date: 24 November 2021
e-pub ahead of print date: 2 December 2021
Published date: 2 December 2021
Keywords:
Regression, Simulation, Statistical inference
Identifiers
Local EPrints ID: 453235
URI: http://eprints.soton.ac.uk/id/eprint/453235
ISSN: 0167-7152
PURE UUID: 28d0ffce-5ca0-4b4d-a7ee-c47e461201ca
Catalogue record
Date deposited: 11 Jan 2022 17:42
Last modified: 17 Mar 2024 07:00
Export record
Altmetrics
Contributors
Author:
Sanyu Zhou
Author:
K Yao
Author:
Frank Bretz
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics