Optimal fixed size confidence procedures for a restricted parameter space

DOI10.1214/AOS/1176346713MaRDI QIDQ1057010zbMATH OpenOpenAlexFDO

Authors Mehmet Zeytinoglu, Max Mintz

Publication date 1984

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

Full work available at URL https://doi.org/10.1214/aos/1176346713

zbMATH Keywords

confidence proceduresrestricted parameter spacelocation parameter estimationconfidence coefficientmean of normal random variableMinimax admissible Bayes estimatorsoptimal fixed size confidence procedurezero-one loss function

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Cited in

(12)

• On fixed-length confidence intervals for a bounded normal mean
• On the limitations of fixed‐step‐size adaptive methods with response confidence
• Optimal bayesian confidence interval of fixed width
• Minimax expected measure confidence sets for restricted location parameters
• Bayes and Admissible Set Estimation
• Minimax rules under zero-one loss for a restricted location parameter
• Lower confidence regions for restricted parameter spaces
• scientific article; zbMATH DE number 5061928 (Why is no real title available?)
• An adaptation theory for nonparametric confidence intervals
• Minimax risk bounds in extreme value theory
• Robust fixed size confidence procedures for a restricted parameter space
• A note on admissibility of the maximum likelihood estimator for a bounded normal mean

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