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Construction of simultaneous confidence bands using conditional Monte Carlo

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
0167-7152
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
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).

Record type: Article

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.

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C_of_SCB_UIS (002) - Accepted Manuscript
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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
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

Catalogue record

Date deposited: 11 Jan 2022 17:42
Last modified: 17 Mar 2024 07:00

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Contributors

Author: Sanyu Zhou
Author: K Yao
Author: Wei Liu ORCID iD
Author: Frank Bretz

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