Distribution-dependent and distribution-free confidence intervals for the variance
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DOI: 10.1007/s10260-017-0385-z
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References listed on IDEAS
- An, Lihua & Ahmed, S. Ejaz, 2008. "Improving the performance of kurtosis estimator," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2669-2681, January.
- Bonett, Douglas G., 2006. "Approximate confidence interval for standard deviation of nonnormal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 775-782, February.
- George R. Terrell, 2003. "The Wilson--Hilferty transformation is locally saddlepoint," Biometrika, Biometrika Trust, vol. 90(2), pages 445-453, June.
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Keywords
Bootstrap; Coverage probability; Interval estimation; Large-sample theory; Nonparametric;All these keywords.
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