Admissibility of prediction intervals
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Publication:1895440
DOI10.1007/BF00773416zbMath0822.62017MaRDI QIDQ1895440
Publication date: 9 October 1995
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00773416
normal distribution; location family; scale family; weak admissibility; best invariant prediction interval; location and scale family; strong admissibility
62F25: Parametric tolerance and confidence regions
62C15: Admissibility in statistical decision theory
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Expansions of the coverage probabilities of prediction region based on a shrinkage estimator, Confidence and prediction intervals based on interpolated records
Cites Work