This paper analyses the finite-sample and asymptotic properties of several bootstrap and m out of n bootstrap methods for constructing confidence interval (CI) endpoints in models defined by moment inequalities. In particular, we consider using these methods directly to construct CI endpoints. By considering two very simple models, the paper shows that neither the bootstrap nor the m out of n b...

The Behrens-Fisher problem concerns the inference for the difference between the means of two normal populations whose ratio of variances is unknown. In this situation, Fisher’s fiducial interval differs markedly from the Neyman-Pearson confidence interval. A prior proposed by Jeffreys leads to a credible interval that is equivalent to Fisher’s solution, but carries a different interpretation. ...

In this paper, we investigate infinite product representation of the solution of a Sturm- Liouville equation with an indefinite weight function which has two zeros and/or singularities in a finite interval. First, by using of the asymptotic estimates provided in [W. Eberhard, G. Freiling, K. Wilcken-Stoeber, Indefinite eigenvalue problems with several singular points and turning points, Math. N...

Confidence intervals based on penalized maximum likelihood estimators such as the LASSO, adaptive LASSO, and hard-thresholding are analyzed. In the known-variance case, the finite-sample coverage properties of such intervals are determined and it is shown that symmetric intervals are the shortest. The length of the shortest intervals based on the hard-thresholding estimator is larger than the l...

Abstract Credibility is elusive, but Blinder [(2000) American Economic Review 90, 1421–1431.] generated a consensus in the literature by arguing that “A central bank credible if people believe it will do what says.” To implement this idea, we first measure people’s beliefs using survey data on inflation’s expectations. Second, compare with explicit (or tacit) targets, taking into account uncert...

Generalized Confidence Intervals (GCI) can be constructed for cases where an exact confidence interval based on sufficient statistics is not available. In this thesis, we first review three existing tests for log-normal data using the GCI approach. Then we propose fiducial generalized pivotal quantities (FGPQ)-based simultaneous confidence intervals for ratios of log-normal means, and prove tha...

In this paper, we study the estimation problems for the two-parameter exponentiated Gumbel distribution based on lower record values. An exact confidence interval and an exact joint confidence region for the parameters are constructed. A simulation study is conducted to study the performance of the proposed confidence interval and region. Finally, a numerical example with real data set is gi...

In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and non-asymptotic confidence region An which is defined by a set of linear inequalities involving the values of the functions at the design points. Interest will typically centre on certain simplest functions in An where simplicity can be defined in term...

Inference for the mean difference in the two-sample random censorship model is an important problem in comparative survival and reliability test studies. This paper develops an adjusted empirical likelihood inference and a martingale-based bootstrap inference for the mean difference. A nonparametric version of Wilks' theorem for the adjusted empirical likelihood is derived, and the correspondin...