Conditional properties of statistical procedures

DOI10.1214/AOS/1176344725MaRDI QIDQ1134455zbMATH OpenOpenAlexFDO

Authors G. K. Robinson

Publication date 1979

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

Full work available at URL https://doi.org/10.1214/aos/1176344725

zbMATH Keywords

Bayesianitybettingconditional propertiesinterval estimationrelevant subset

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15) Point estimation (62F10) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25)

Cited in

(30)

• Estimating a general function of a quadratic function
• Two stage conditionally unbiased estimators of the selected mean
• Estimated confidence procedures for multivariate normal means
• Estimated confidence under ancillary statistic everywhere-valid constraint
• ``Sampling the reference set revisited
• A note on conditionally unbiased estimation after selection
• How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
• Reconciling frequentist properties with the likelihood principle
• A defence of subjective fiducial inference
• Controlling the size of autocorrelation robust tests
• The interplay of Bayesian and frequentist analysis
• Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances.
• Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
• On size and power of heteroskedasticity and autocorrelation robust tests
• Sensitivity analysis of classical and conditional Bayesian problems of many hypotheses testing
• Exact post-selection inference, with application to the Lasso
• CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
• Invariant estimation of functions
• Confidence sets and the stein effect
• Likelihood decision functions
• Improved confidence estimators for Fieller's confidence sets
• Conditional Interval Estimation of the Ratio of Variance Components following Rejection of a Pre-test
• Conditional interval estimation of the extreme-value scale parameter following rejection of a pre-test
• Conditional properties of prediction intervals
• Quasi-optimal Bayesian procedures of many hypotheses testing
• Conditional Bayesian task of testing many hypotheses
• Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors
• Epistemic confidence in the observed confidence interval
• Valid heteroskedasticity robust testing
• Can one estimate the conditional distribution of post-model-selection estimators?

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