JSTOR Daily

Group bound: confidence intervals for groups of variables in sparse high dimensional regression without assumptions on the design

This is a preview. Log in through your library . Abstract It is in general challenging to provide confidence intervals for individual variables in high dimensional regression without making strict or ...
Simon Fraser University

Confidence Intervals for Parameters

There are two methods of computing confidence intervals for the regression parameters. One is based on the profile likelihood function, and the other is based on the asymptotic normality of the ...
JSTOR Daily

Simultaneous Tolerance Intervals for the Linear Regression Model

Statistical tolerance intervals are developed for the normal regression model. These intervals are constructed to guarantee at least P content for all possible values of the predictor variates. The ...
Investopedia

What Is a Confidence Interval and How Do You Calculate It?

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Investopedia

Confidence Level and Confidence Interval in Value at Risk (VaR)

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Marguerita is a Certified Financial Planner ...