Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - An exact confidence set for a maximum point of a univariate polynomial function in a given interval
AU - Wan, Fang
AU - Liu, Wei
AU - Bretz, Frank
AU - Han, Yang
PY - 2015
Y1 - 2015
N2 - Construction of a confidence set for a maximum point of a function is an important statistical problem which has many applications. In this article, an exact 1 − α confidence set is provided for a maximum point of a univariate polynomial function in a given interval. It is shown how the construction method can readily be applied to many parametric and semiparametric regression models involving a univariate polynomial function. Examples are given to illustrate this confidence set and to demonstrate that it can be substantially narrower and so better than the only other confidence set available in the statistical literature that guarantees 1 − α confidence level.
AB - Construction of a confidence set for a maximum point of a function is an important statistical problem which has many applications. In this article, an exact 1 − α confidence set is provided for a maximum point of a univariate polynomial function in a given interval. It is shown how the construction method can readily be applied to many parametric and semiparametric regression models involving a univariate polynomial function. Examples are given to illustrate this confidence set and to demonstrate that it can be substantially narrower and so better than the only other confidence set available in the statistical literature that guarantees 1 − α confidence level.
KW - Parametric regression
KW - Semiparametric regression
KW - Statistical inference
KW - Statistical simulation
U2 - 10.1080/00401706.2014.962708
DO - 10.1080/00401706.2014.962708
M3 - Journal article
VL - 57
SP - 559
EP - 565
JO - Technometrics
JF - Technometrics
SN - 0040-1706
IS - 4
ER -