Average width optimality of simultaneous confidence bounds

DOI10.1214/AOS/1176346787MaRDI QIDQ760118zbMATH OpenOpenAlexFDO

Authors Daniel Q. Naiman

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346787

zbMATH Keywords

least squares estimatoraverage width optimalitymultilinear regression functions[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Scheff%EF%BF%BD%EF%BF%BD-type+bounds&go=Go Scheff��-type bounds]Simultaneous confidence intervals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Paired and multiple comparisons; multiple testing (62J15)

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Cited in

(13)

• Average-Width Optimality for Confidence Bands in Simple Linear Regression
• Comparing Scheffe-Type to Constant-Width Confidence Bounds in Regression
• Simultaneous estimation and prediction using the expected coverage measure criterion
• Exact simultaneous confidence bands for quadratic and cubic polynomial regression with applications in dose response study
• Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion
• Simultaneous bootstrap confidence bands in regression
• On confidence bands and set estimators for the simple linear model
• Optimal simultaneous confidence bounds
• Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region
• Optimal simultaneous confidence bands in multiple linear regression with predictor variables constrained in an ellipsoidal region
• Simultaneous confidence bands for linear regression with covariates constrained in intervals
• One-Sided Simultaneous Bounds in Linear Regression
• Uniform confidence bands: characterization and optimality

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