Sentences with phrase «finite confidence intervals»

This is the basis for Gleser & Hwang's theorem on the non-existence of finite confidence intervals in errors - in - variables models.

The underlying problem with trying to make reconstructions with finite confidence intervals from the present roster of proxies is the inconsistency of the «proxies,» a point noted in McIntyre and McKitrick (PNAS 2009) in connection with Mann et al 2008 (but applies to other studies as well) as follows:

Not exact matches

Then, the performance of the estimated asymptotic confidence interval is evaluated in finite samples from the stationary AR (1) and ARMA (1,1) through Monte - Carlo simulations by computing two statistical criteria: (a) the actual confidence level, (b) the expected half - length as percentage of the true value of the percentile.