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Author:

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

Indexed by:

EI Scopus SCIE

Abstract:

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.

Keyword:

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

Author Community:

  • [ 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

Reprint Author's Address:

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

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Source :

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

ISSN: 0361-0918

Year: 2017

Issue: 3

Volume: 46

Page: 2299-2310

0 . 9 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:66

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 1

SCOPUS Cited Count: 2

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 9

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