Distribution-dependent and distribution-free confidence intervals for the variance.
Brent D. BurchPublished in: Stat. Methods Appl. (2017)
Keyphrases
- confidence intervals
- distribution free
- normal distribution
- sample size
- large deviations
- test statistic
- standard deviation
- covariance matrix
- random variables
- vc dimension
- hypothesis testing
- markov chain
- test set
- monte carlo
- probability distribution
- roc curve
- probability density function
- conditional probabilities
- lead time
- heavy tailed
- graphical models
- worst case