Better saddlepoint confidence intervals via bootstrap calibration
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- by Xiaodong Zheng PDF
- Proc. Amer. Math. Soc. 126 (1998), 3669-3679 Request permission
Abstract:
Confidence interval construction for parameters of lattice distributions is considered. By using saddlepoint formulas and bootstrap calibration, we obtain relatively short intervals and bounds with $O(n^{-3/2})$ coverage errors, in contrast with $O(n^{-1})$ and $O(n^{-1/2})$ coverage errors for normal theory intervals and bounds when the population distribution is absolutely continuous. Closed form solutions are also provided for the cases of binomial and Poisson distributions. The method is illustrated by some simulation results.References
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Additional Information
- Xiaodong Zheng
- Affiliation: Department of Mathematics and Statistics, Utah State University, Logan, Utah 84322-3900
- Received by editor(s): October 2, 1996
- Received by editor(s) in revised form: February 28, 1997
- Communicated by: Wei-Yin Loh
- © Copyright 1998 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 126 (1998), 3669-3679
- MSC (1991): Primary 62F25; Secondary 62E20
- DOI: https://doi.org/10.1090/S0002-9939-98-04417-7
- MathSciNet review: 1452836