Admissible and optimal confidence bands in simple linear regression (Q578778): Difference between revisions

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Latest revision as of 19:36, 19 March 2024

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Admissible and optimal confidence bands in simple linear regression
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    Admissible and optimal confidence bands in simple linear regression (English)
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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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