Admissible and optimal confidence bands in simple linear regression (Q578778): Difference between revisions
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A framework is presented for deciding among functional forms when constructing confidence bands in simple linear regression. Using the concept of tautness, definitions of admissibility and completeness are developed. These lead to a characterization of a minimal complete class of band forms. A type of average width optimality within this class is briefly discussed. | |||
Property / review text: A framework is presented for deciding among functional forms when constructing confidence bands in simple linear regression. Using the concept of tautness, definitions of admissibility and completeness are developed. These lead to a characterization of a minimal complete class of band forms. A type of average width optimality within this class is briefly discussed. / rank | |||
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Property / Mathematics Subject Classification ID: 62C15 / rank | |||
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Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62C07 / rank | |||
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Property / Mathematics Subject Classification ID: 62F25 / rank | |||
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Property / zbMATH DE Number: 4013738 / rank | |||
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Property / zbMATH Keywords | |||
simultaneous inference | |||
Property / zbMATH Keywords: simultaneous inference / rank | |||
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Property / zbMATH Keywords | |||
confidence bands | |||
Property / zbMATH Keywords: confidence bands / rank | |||
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tautness | |||
Property / zbMATH Keywords: tautness / rank | |||
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completeness | |||
Property / zbMATH Keywords: completeness / rank | |||
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minimal complete class of band forms | |||
Property / zbMATH Keywords: minimal complete class of band forms / rank | |||
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average width optimality | |||
Property / zbMATH Keywords: average width optimality / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1214/aos/1176349558 / rank | |||
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Property / OpenAlex ID: W2024087797 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 19:36, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Admissible and optimal confidence bands in simple linear regression |
scientific article |
Statements
Admissible and optimal confidence bands in simple linear regression (English)
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1985
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A framework is presented for deciding among functional forms when constructing confidence bands in simple linear regression. Using the concept of tautness, definitions of admissibility and completeness are developed. These lead to a characterization of a minimal complete class of band forms. A type of average width optimality within this class is briefly discussed.
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simultaneous inference
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confidence bands
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tautness
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completeness
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minimal complete class of band forms
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average width optimality
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