Date Available
9-4-2022
Year of Publication
2020
Degree Name
Doctor of Philosophy (PhD)
Document Type
Doctoral Dissertation
College
Arts and Sciences
Department/School/Program
Statistics
First Advisor
Dr. Derek S. Young
Abstract
Confidence intervals are used to capture a parameter of interest, usually a mean or a quantile, at a specified confidence level. Prediction intervals are another practical interval that aim at making sound predictions of future values with some confidence. Although these are useful inference tools, neither of them gives people a plausible range of the sampled population. Tolerance intervals are such an inference tool that captures a specified proportion of the sampled population at a predetermined confidence level. In this dissertation, tolerance intervals for an autoregressive process with order p are constructed. In addition, a method of utilizing tolerance interval to find out appropriate cutoff values is also comprehensively investigated.
Digital Object Identifier (DOI)
https://doi.org/10.13023/etd.2020.395
Recommended Citation
Cheng, Kedai, "Tolerance Intervals for Time Series Models and Specifying Trimming/Winsorizing Cutoffs" (2020). Theses and Dissertations--Statistics. 52.
https://uknowledge.uky.edu/statistics_etds/52
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