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Undercoverage of Wavelet-Based Resampling Confidence Intervals.
Liansheng Tang
Wayne A. Woodward
William R. Schucany
Published in:
Commun. Stat. Simul. Comput. (2008)
Keyphrases
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confidence intervals
hypothesis testing
sample size
multiresolution
markov chain
stochastic systems
test set
monte carlo
wavelet transform
importance sampling
roc curve
sufficiently small
limit theorems
stopping rules
variance reduction
active learning
pairwise
lower bound
learning algorithm
data sets