Invariant confidence sets with smallest expected measure

DOI10.1214/AOS/1176345994MaRDI QIDQ792037zbMATH OpenOpenAlexFDO

Authors Peter M. Hooper

Publication date 1982

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

Full work available at URL https://doi.org/10.1214/aos/1176345994

zbMATH Keywords

randomizationMANOVApivotal quantityexamplesHunt-Stein theoremequivariance propertyfiducial, GMANOVAinvariant confidence setsinvariantly sufficient statisticNeyman-Pearson-type rulesimultaneous confidence setssmallest expected measure

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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