Multiple classification rules for signs of parameters

DOI10.1016/0378-3758(86)90096-0MaRDI QIDQ1084791zbMATH OpenOpenAlexFDO

Authors Yosef Hochberg

Publication date 1987

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(86)90096-0

zbMATH Keywords

admissible ruleclassifying signs of unknown scalar parametersgeneralized SB rulenormally distributed estimators with known covariance matrixprobability of any misclassificationSpjøtvoll-Bohrer (SB) procedurethree-decision rules

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Parametric inference (62F99)

Review text

The Spjøtvoll-Bohrer (SB) procedure [\textit{R. Bohrer}, J. Am. Stat. Assoc. 74, 432-437 (1979; Zbl 0418.62041) and \textit{E. Spøtvoll}, Ann. Math. Stat. 43, 398-411 (1972; Zbl 0241.62045)] for classifying signs of \(k\geq 2\) unknown scalar parameters based on normally distributed estimators with known covariance matrix is considered. Under a particular criterion it is shown that the SB rule is uniformaly dominated by some members of a class of procedures that control the probability of any misclassification at level \(\alpha\). On the other hand it is shown that a generalized SB rule is the only admissible rule in another class of simpler procedures.

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Cites work

• An optimal multiple decision rule for signs of parameters
• scientific article; zbMATH DE number 3076959 (Why is no real title available?)
• Multiple Three-Decision Rules for Factorial Simple Effects: Bonferroni Wins Again!
• Multiple Three-Decision Rules for Parametric Signs
• On the Optimality of Some Multiple Comparison Procedures
• Testing Multiparameter Hypotheses

Cited in

(2)

• On optimal decision rules for signs of parameters
• Post-selection inference for e-value based confidence intervals

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