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Sieve Plateau Variance Estimators: A New Approach to Confidence Interval Estimation for Dependent Data

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Figure

Table 1: Simulation results. Normalized MSE with respect to the true variance, σ 2 n − σ 2 0  2
Table 2 lists the coverage of the confidence intervals using each of the estimators of the variance of the sample mean, overall and by sample size
Figure 1: Boxplot of overall standardized bias for a subset of estimators. Boxplots are ordered vertically (top is best, bottom is worst) according to average normalized MSE.
Figure 3: Diagnostic plots of subsample size for SS estimator with b estimated data-adaptively.
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