Robust confidence intervals for regression parameters

被引：1

作者：

Field, CA ^{[1
]}

Welsh, AH

机构：

[1] Dalhousie Univ, Dept Math Stat & Comp Sci, Halifax, NS B3H 3J5, Canada

[2] Australian Natl Univ, Ctr Math & Its Applicat, Canberra, ACT 2000, Australia

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 1998年 / 40卷 / 01期

关键词：

bounded influence; conditional inference; confidence intervals; Pitman intervals; robust; S-estimates;

D O I：

10.1111/1467-842X.00006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper considers the problem of finding accurate small sample confidence intervals for regression parameters. Its approach is to construct conditional intervals with good robustness characteristics. This robustness is obtained by the choice of the density under which the conditional interval is computed. Both bounded influence and S-estimate style intervals are given. The required tail area computations are carried out using the results of DiCiccio, Field & Fraser (1990).

引用

页码：53 / 64

页数：12

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