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Confidence intervals for the calibration estimator with environmental applications
Author(s) -
Müller I.,
ElShaarawi A. H.
Publication year - 2002
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.502
Subject(s) - bootstrapping (finance) , confidence interval , estimator , calibration , statistics , confidence distribution , mathematics , point estimation , robust confidence intervals , confidence region , econometrics , computer science
Abstract The article investigates different estimation techniques in the simple linear controlled calibration model and provides different types of confidence limits for the calibration estimator. In particular, M‐estimation and bootstrapping techniques are implemented to obtain estimates of regression parameters during the training stage. Moreover, bootstrap is used to construct several types of confidence intervals that are compared to the classical approach based on the assumption of normality. For some of these intervals, the second order asymptotic properties can be established by means of Edgeworth expansions. Two data sets—one on space debris and the other on bacteriological counts in water samples—are used to illustrate the method's environmental applications. Copyright © 2002 John Wiley & Sons, Ltd.