Distance weighted losses for testing and confidence set evaluation

DOI10.1007/BF02562679MaRDI QIDQ1343684zbMATH OpenOpenAlexFDO

Authors George Casella, Christian P. Robert Robert

Publication date 30 January 1995

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02562679

zbMATH Keywords

improper priorsloss estimationNeyman-Pearson approachP-valuepost-data inferenceposterior probabilities

Mathematics Subject Classification ID

Statistical decision theory (62C99) Parametric hypothesis testing (62F03) Parametric tolerance and confidence regions (62F25)

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Cites work

• Admissible confidence interval and point estimation for translation or scale parameters
• Bayesian estimation methods for contingency tables
• Conditional Confidence Statements and Confidence Estimators
• Estimation of accuracy in testing
• Estimation of normal means: Frequentist estimation of loss
• scientific article; zbMATH DE number 524363 (Why is no real title available?)
• Improved invariant confidence intervals for a normal variance
• Loss functions for loss estimation
• Minimax confidence sets for the mean of a multivariate normal distribution
• Noninformative Bayesian testing and neutral Bayes factors
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Relationships between post-data accuracy measures
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence

Cited in

(6)

• The weight of competence under a realistic loss function
• Discussion of ``Is Bayes posterior just quick and dirty confidence? by D.A.S. Fraser
• Weighted Loss Functions for Set Estimation and Testing Hypotheses
• The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)
• Harold Jeffreys's \textit{Theory of probability} revisited

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