Adjusted-range self-normalized confidence interval construction for censored dependent data
(2022)
Journal Article
Sun, J., Hong, Y., Linton, O., & Zhao, X. (2022). Adjusted-range self-normalized confidence interval construction for censored dependent data. Economics Letters, 220, Article 110873. https://doi.org/10.1016/j.econlet.2022.110873
This paper proposes an adjusted-range based self-normalization (SN) method to construct confidence intervals for censored dependent data, which helps to circumvent the long-run variance estimation and tuning parameter selection problems. Simulation s... Read More about Adjusted-range self-normalized confidence interval construction for censored dependent data.