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Calibrated nonparametric confidence sets

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Abstract

The construction of confidence sets when multivariate normality holds and in the general case where the usual spherical or elliptical structures may not occur is investigated. Calibration is used to correct the coverage probability of the nonparametric sets, and an example involving parameters from a chemical kinetics model in a biological system is used to demonstrate the techniques. Monte Carlo simulations validate the approach.

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Authors and Affiliations

  1. Boehringer Ingelheim Pharmaceuticals, Inc., Ridgefield, CT, 06877, USA

    Tapon Roy

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  1. Tapon Roy
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Roy, T. Calibrated nonparametric confidence sets. Journal of Mathematical Chemistry 21, 103–109 (1997). https://doi.org/10.1023/A:1019153931679

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  • DOI: https://doi.org/10.1023/A:1019153931679

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