Concepedia

Asymptotic Coverage

Asymptotic Coverage is the property of a credible interval indicating the limiting probability that the interval contains the true parameter value as the sample size approaches infinity.

196

Publications

9.8K

Citations

284

Authors

180

Institutions

Publications per year

2017–2026

16

Parents

Publications

196

Confidence Intervals for Partially Identified Parameters

Guido W. Imbens, Charles F. Manski · Econometrica · 2004 · 658 citations

, , +16

On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean

Y. S. Chow, Herbert Robbins · The Annals of Mathematical Statistics · 1965 · 653 citations · Full text

, , +13

Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

Jean‐Marie Dufour · Econometrica · 1997 · 580 citations

, , +16

The Grid Bootstrap and the Autoregressive Model

Bruce E. Hansen · The Review of Economics and Statistics · 1999 · 360 citations

, , +17

On the Bootstrap and Confidence Intervals

Peter A. Hall · The Annals of Statistics · 1986 · 323 citations · Full text

, , +16

1–5 of 196

Authors

284

  1. AF
    Andrew F. Siegel

    University of Washington, United States

    7 publications · 237 citations

    7

    h-index

  2. KL
    Kung‐Jong Lui

    San Diego State University, United States

    7 publications · 97 citations

    7

    h-index

  3. JP
    Joseph P. Romano

    Stanford University, United States

    5 publications · 272 citations

    5

    h-index

  4. PK
    Paul Kabaila

    La Trobe University, Australia

    4 publications · 129 citations

    4

    h-index

  5. NM
    Nitis Mukhopadhyay

    University of Connecticut, United States

    3 publications · 72 citations

    3

    h-index

1–5 of 284

Institutions

180

  1. Stanford University

    Stanford, United States

    8 h-index

    10 publications

    488 citations

  2. San Diego State University

    San Diego, United States

    7 h-index

    8 publications

    115 citations

  3. University of Wisconsin–Madison

    Madison, United States

    6 h-index

    6 publications

    666 citations

  4. Princeton University

    Princeton, United States

    5 h-index

    7 publications

    370 citations

  5. McGill University

    Montreal, Canada

    5 h-index

    9 publications

    413 citations

  6. University of California, Berkeley

    Berkeley, United States

    5 h-index

    6 publications

    971 citations

  7. Sorbonne Université

    Paris, France

    4 h-index

    7 publications

    570 citations

  8. Purdue University West Lafayette

    West Lafayette, United States

    4 h-index

    9 publications

    2.7K citations

1–8 of 180

Venues

  1. The Annals of Statistics

    23 publications · 1.6K citations

    18

    h-index

  2. Journal of the American Statistical Association

    20 publications · 1.1K citations

    18

    h-index

  3. Journal of Applied Probability

    JAP · 8 publications · 241 citations

    8

    h-index

  4. Statistics in Medicine

    8 publications · 150 citations

    8

    h-index

  5. Econometrica

    7 publications · 1.8K citations

    7

    h-index

1–5