Hello Robert,
would it be an idea to construct CI's with bootstrap methods?
If yes, you can use package "boot", based on the book of Davison & Hinkley or
the package "bootstrap", based on the book of Efron &Tibshirani.
You can put the estimator inside for argument "theta".
Bests,
Ralph
Am Thurs
Thanks Ralph, Moshe and [EMAIL PROTECTED] for you helpful comments.
Using bootstrap (e.g., 'boot' + boot.ci()) for the confidence
interval on the variance is not very accurate in coverage, because
the sampling distribution is extremely skewed. In fact, the 'BCa'
method returns the same result
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