Minimax expected measure confidence sets for restricted location parameters

DOI10.3150/bj/1126126761zbMath1092.62040OpenAlexW2015659850MaRDI QIDQ2496938

Ben B. Hansen, Philip B. Stark, Steven N. Evans

Publication date: 26 July 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1126126761

zbMATH Keywords

constrained parametersBayes-minimax duality

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20) Probabilistic measure theory (60A10)

Related Items (6)

Adaptive confidence intervals for regression functions under shape constraints ⋮ Constraints versus Priors ⋮ Confidence intervals for the mean of a normal distribution with restricted parameter space ⋮ Confidence intervals for a bounded mean in exponential families ⋮ On an asymptotic relative efficiency concept based on expected volumes of confidence regions ⋮ On the discrepancy between Bayes credibility and frequentist probability of coverage

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On general minimax theorems
• Invariant confidence sets with smallest expected measure
• Optimal fixed size confidence procedures for a restricted parameter space
• Robust fixed size confidence procedures for a restricted parameter space
• Estimating a bounded normal mean
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Geometrizing rates of convergence. III
• Minimax rules under zero-one loss for a restricted location parameter
• Statistical estimation and optimal recovery
• Minimax confidence sets for the mean of a multivariate normal distribution
• Setting confidence intervals for bounded parameters
• Length of Confidence Intervals
• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
• On the Relation Among Shortest Confidence Intervals of Different Types
• Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population
• Shorter Confidence Intervals for the Mean of a Normal Distribution with Known Variance
• Minimax Theorems

This page was built for publication: Minimax expected measure confidence sets for restricted location parameters