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Test inversion bootstrap confidence intervals
Author(s) -
Carpenter J.
Publication year - 1999
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00169
Subject(s) - studentized range , confidence interval , statistics , robust confidence intervals , test statistic , statistic , mathematics , cdf based nonparametric confidence interval , inversion (geology) , test (biology) , econometrics , statistical hypothesis testing , standard error , geology , seismology , tectonics , paleontology
In this paper we explore the theoretical and practical implications of using bootstrap test inversion to construct confidence intervals. In the presence of nuisance parameters, we show that the coverage error of such intervals is O ( n −1/2 ) which may be reduced to O ( n −1 ) if a Studentized statistic is used. We present three simulation studies and compare the performance of test inversion methods with established methods on the problem of estimating a confidence interval for the dose–response parameter in models of the Japanese atomic bomb survivors data.