Constructing confidence regions of optimal expected size

DOI10.1198/JASA.2009.TM07420MaRDI QIDQ5254728zbMATH OpenOpenAlexFDO

Authors Chad M. Schafer, Philip B. Stark

Publication date 10 June 2015

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/jasa.2009.tm07420

zbMATH Keywords

minimal procedureminimal regretrestricted parameter

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Applications of statistics to physics (62P35)

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Cited in

(6)

• Constraints versus priors
• Optimal confidence regions in GMANOVA
• scientific article; zbMATH DE number 7626770 (Why is no real title available?)
• Confidence intervals with maximal average power
• On an asymptotic relative efficiency concept based on expected volumes of confidence regions
• Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge

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