Confidence regions for multinomial parameters
Computational Statistics & Data Analysis
Confidence intervals for the difference between two means
Computational Statistics & Data Analysis
Asymptotic confidence interval construction for risk difference under inverse sampling
Computational Statistics & Data Analysis
Using the bootstrap for finite sample confidence intervals of the log periodogram regression
Computational Statistics & Data Analysis
A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
Computational Statistics & Data Analysis
Confidence intervals for quantiles using generalized lambda distributions
Computational Statistics & Data Analysis
Conditional confidence intervals for classification error rate
Computational Statistics & Data Analysis
Confidence interval estimation under inverse sampling
Computational Statistics & Data Analysis
Confidence intervals for median survival time with recurrent event data
Computational Statistics & Data Analysis
Improved confidence regions for a mean vector under general conditions
Computational Statistics & Data Analysis
Globally robust confidence intervals for simple linear regression
Computational Statistics & Data Analysis
Finite-Sample Performance of Absolute Precision Stopping Rules
INFORMS Journal on Computing
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No satisfactory method for measuring and presenting the performance of confidence regions can be found in the literature. Techniques for measuring the effectiveness of confidence regions and for the graphical display of simulation evidence regarding the coverage and effectiveness of confidence regions are developed and illustrated. Three types of figures are discussed: called coverage plots, coverage discrepancy plots, and coverage effectiveness curves, which makes it possible to show the ''genuine'' effectiveness, rather than a spurious nominal effectiveness. These figures are used to illustrate the finite sample properties of autoregressive parameter confidence regions in the context of AR(1) processes.