Keyword: confidence interval

Found 8 papers in total
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
2016,
A general methodology for modeling loss data depending on covariates is developed. The...
Confidence Intervals in Regression That Utilize Uncertain Prior Information About a Vector Parameter
Confidence Intervals in Regression That Utilize Uncertain Prior Information About a Vector Parameter
2014,
Consider a linear regression model with independent normally distributed errors....
Explicit hard bounding functions for boundary value problems for elliptic partial differential equations
Explicit hard bounding functions for boundary value problems for elliptic partial differential equations
2015,
We obtain tight super‐ and sub‐solutions, or hard bounding functions for...
Computing optimal confidence sets for Pareto models under progressive censoring
Computing optimal confidence sets for Pareto models under progressive censoring
2014,
Smallest‐area joint confidence regions for the Pareto parameters are...
Construction of bootstrap confidence intervals on sensitivity indices computed by polynomial chaos expansion
Construction of bootstrap confidence intervals on sensitivity indices computed by polynomial chaos expansion
2014,
The proposed methodology combines advantages of sparse polynomial chaos expansion with...
Confidence Regions for Stochastic Variational Inequalities
Confidence Regions for Stochastic Variational Inequalities
2013,
The sample average approximation (SAA) method is a basic approach for solving...
Unpacking the Future: A Nudge Toward Wider Subjective Confidence Intervals
Unpacking the Future: A Nudge Toward Wider Subjective Confidence Intervals
2013,
Subjective probabilistic judgments in forecasting are inevitable in many...
Generalised Model Based Confidence Intervals In Two Stage Cluster Sampling
Generalised Model Based Confidence Intervals In Two Stage Cluster Sampling
2010,
Chambers and Dorfman (2002) constructed bootstrap confidence intervals in model based...
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