Adjusted-range self-normalized confidence interval construction for censored dependent data

doi:10.1016/j.econlet.2022.110873

	Adjusted-range self-normalized confidence interval construction for censored dependent data
	Sun, Jiajing 1; Hong, Yongmiao 1,2; Linton, Oliver 3; Zhao, Xiaolu 4,5
刊名	ECONOMICS LETTERS
	2022-11-01
卷号	220 页码:5
关键词	Adjusted-range Censored dependent data Empirical likelihood Self-normalization Survival analysis
ISSN号	0165-1765
DOI	10.1016/j.econlet.2022.110873
英文摘要	This paper proposes an adjusted-range based self-normalization (SN) method to construct confidence intervals for censored dependent data, which helps to circumvent the long-run variance estimation and tuning parameter selection problems. Simulation studies confirm the validity of this new approach.(c) 2022 Elsevier B.V. All rights reserved.
资助项目	NSFC ; [72173120] ; [71988101]
WOS研究方向	Business & Economics
语种	英语
出版者	ELSEVIER SCIENCE SA
WOS记录号	WOS:000873916500014
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/60807]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, Xiaolu
作者单位	1.Univ Chinese Acad Sci, Sch Econ & Management, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 3.Univ Cambridge, Fac Econ, Cambridge, England 4.Dongbei Univ Finance & Econ, Coll Finance, Dalian, Peoples R China 5.Dongbei Univ Finance & Econ, Coll Finance, Dalian 116025, Peoples R China
推荐引用方式 GB/T 7714	Sun, Jiajing,Hong, Yongmiao,Linton, Oliver,et al. Adjusted-range self-normalized confidence interval construction for censored dependent data[J]. ECONOMICS LETTERS,2022,220:5.
APA	Sun, Jiajing,Hong, Yongmiao,Linton, Oliver,&Zhao, Xiaolu.(2022).Adjusted-range self-normalized confidence interval construction for censored dependent data.ECONOMICS LETTERS,220,5.
MLA	Sun, Jiajing,et al."Adjusted-range self-normalized confidence interval construction for censored dependent data".ECONOMICS LETTERS 220(2022):5.