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http://dx.doi.org/10.5351/KJAS.2006.19.3.535

Bootstrap Calibrated Confidence Bound for Variance Components Model  

Lee, Yong-Hee (Department of Statistics, Ewha Womans University)
Publication Information
The Korean Journal of Applied Statistics / v.19, no.3, 2006 , pp. 535-544 More about this Journal
Abstract
We consider use of Bootstrap calibration in the problem of setting a confidence interval for a linear combination of variance components. Based on the the modified large sample(MLS) method by Graybill and Wang(1980), Bootstrap Calibration is applied to improve the coverage probability of the MLS confidence bound when the experiment is balanced and coefficients of a linear combination are positive. Performance of the proposed confidence bound in small sample is investigated by simulation studies.
Keywords
Variance components; Confidence bound; Modified large sample method; Bootstrap calibration;
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