Construction of simultaneous confidence bands using conditional Monte Carlo

作者：Zhou, S.^*; Yao, K.; Liu, W.; Bretz, F.

来源：STATISTICS & PROBABILITY LETTERS, 2022, 182: 109325.

DOI：10.1016/j.spl.2021.109325

• Regression
• Statistical inference
• Simulation

A method based on conditional Monte Carlo is introduced to construct the one-sided and two-sided simultaneous confidence bands of the constant width and hyperbolic shapes.

• 单位
  1