An alternative method for constructing confidence intervals from M-estimates in linear models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F06%3A00002655" target="_blank" >RIV/00216208:11320/06:00002655 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
An alternative method for constructing confidence intervals from M-estimates in linear models
Original language description
We investigate an alternative way of constructing a confidence interval based on M-estimator for a single parameter in a linear model. We compare this confidence interval with a traditional (Wald type) confidence interval theoretically as well as by themeans of a Monte-Carlo experiment.
Czech name
Alternativní metoda konstrukce intervalu spolehlivosti pomocí M-odhadu v lineárním modelu
Czech description
Zkoumáme alternativní způsob konstrukce konfidenčních intervalů založených na M-odhadech pro jednotlivé regresní parametry.
Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GD201%2F05%2FH007" target="_blank" >GD201/05/H007: Statistical dynamical models and their applications in economics, technicques and natural sciences</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2006
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of Prague Stochastics 2006
ISBN
80-86732-75-4
ISSN
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e-ISSN
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Number of pages
11
Pages from-to
568-578
Publisher name
MATFYZPRESS
Place of publication
Praha
Event location
Praha
Event date
Jan 1, 2006
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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