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[期刊论文]

A new generalized confidence interval for the among-group variance in the heteroscedastic one-way random effects model

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作者:

Liu, Xuhua (Liu, Xuhua.) | Li, Na (Li, Na.) | Hu, Yuqin (Hu, Yuqin.)

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EI Scopus SCIE

摘要:

Based on the generalized inference idea, a new kind of generalized confidence intervals is derived for the among-group variance component in the heteroscedastic one-way random effects model. We construct structure equations of all variance components in the model based on their minimal sufficient statistics; meanwhile, the fiducial generalized pivotal quantity (FGPQ) can be obtained through solving an implicit equation of the parameter of interest. Then, the confidence interval is derived naturally from the FGPQ. Simulation results demonstrate that the new procedure performs very well in terms of both empirical coverage probability and average interval length.

关键词:

Among-group variance component Fiducial generalized pivotal quantity One-way random effects model Heteroscedastic

作者机构:

  • [ 1 ] [Liu, Xuhua]China Agr Univ, Dept Math, Beijing 100193, Peoples R China
  • [ 2 ] [Li, Na]Univ Chinese Acad Sci, Sch Management, Beijing, Peoples R China
  • [ 3 ] [Hu, Yuqin]Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China
  • [ 4 ] [Hu, Yuqin]Zhejiang Univ Finance & Econ, Sch Math & Stat, Hangzhou, Peoples R China

通讯作者信息:

  • [Liu, Xuhua]China Agr Univ, Dept Math, Beijing 100193, Peoples R China

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来源 :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

年份: 2017

期: 3

卷: 46

页码: 2299-2310

0 . 9 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:66

中科院分区:4

被引次数:

WoS核心集被引频次: 1

SCOPUS被引频次: 2

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