3 papers
A Fuzzy Approach for Randomized Confidence Intervals
Carlos Henrique Trigo Nasser Felix, Nancy Lopes Garcia, Alex Rodrigo dos Santos Sousa
We propose randomized confidence intervals based on the Neyman-Pearson lemma, in order to make them more broadly applicable to distributions that do not satisfy regularity conditio…
A note on wavelet shrinkage in nonparametric regression models with ARFIMA errors
Alex Rodrigo dos S. Sousa, Mauricio Zevallos
In this paper we propose a shrinkage wavelet-based method to estimate the signal in a nonparametric regression model with Autoregressive Fractionally Integrated Moving Average (ARF…
Bootstrap confidence intervals: A comparative simulation study
VinÃcius Litvinoff Justus, Vitor Batista Rodrigues, Alex Rodrigo dos Santos Sousa
Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bo…