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A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense.
The behavior of maximum likelihood estimates under nonstandard conditions
Huber, P. J. (1967) · 1967
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Monte Carlo confidence intervals
Buckland, S. T. (1984) · 1984
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Qualms about bootstrap confidence intervals
Schenker, N. (1985) · 1985
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On the bootstrap and confidence intervals
Hall, P. (1986) · 1986
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Prepivoting to reduce level error of confidence sets
Beran, R. (1987) · 1987
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Better bootstrap confidence intervals
Efron, B. (1987) · 1987
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On bootstrap iteration for coverage correction in confidence intervals
Martin, M. A. (1990) · 1990
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Fast and accurate approximate double bootstrap confidence intervals
DiCiccio, T. J., M. A. Martin, and G. A. Young (1992) · 1992
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Generating Monte Carlo confidence intervals by the Robbins-Monro process
Garthwaite, P. H. and S. T. Buckland (1992) · 1992
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Some properties of profile bootstrap confidence intervals
Kabaila, P. (1993) · 1993
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Monte Carlo approximation and the iterated bootstrap
Booth, J. G. and P. Hall (1994) · 1994
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Bootstrap methods and their application
Davison, A. C. and D. V. Hinkley (1997) · 1997
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Implementing the double bootstrap
McCullough, B. and H. D. Vinod (1998) · 1998
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The grid bootstrap and the autoregressive model
Hansen, B. E. (1999) · 1999
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Probability and Measure theory
Ash, R. B. and C. Doleans-Dade (2000) · 2000
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Asymptotic statistics
der Vaart, A. W. V. (2000) · 2000
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A computable confidence upper limit from discrete data with good coverage properties
Approximate Bayesian computation: a nonparametric perspective
Blum, M. G. B. (2010) · 2010
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Likelihood-based inference for max-stable processes
Padoan, S. A., M. Ribatet, and S. A. Sisson (2010) · 2010
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Likelihood-free Bayesian estimation of multivariate quantile distributions
Drovandi, C. C. and A. N. Pettitt (2011) · 2011
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Computing highly accurate confidence limits from discrete data using importance sampling
Lloyd, C. (2011) · 2011
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Likelihood-free Markov chain Monte Carlo
Sisson, S. A. and Y. Fan (2011) · 2011
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An overview of composite likelihood methods
Varin, C., N. Reid, and D. Firth (2011) · 2011
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