Robust fixed size confidence procedures for a restricted parameter space

DOI10.1214/AOS/1176350958zbMATH Open0651.62024OpenAlexW4236088020MaRDI QIDQ1106580FDOQ1106580

Authors: Mehmet Zeytinoglu, Max Mintz 

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aos/1176350958

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zbMATH Keywords

location parameterzero-one loss functionalpha trimmed meansasymptotic behavior of the robust median- minimax estimatorsglobally minimax admissible Bayes proceduresnon-Gaussian uncertainty classesnonrandomized odd monotone proceduresrobust alpha minimax rulesRobust fixed size confidence proceduresrobust minimax decision problemrobust minimax estimators

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (4)

• Minimax expected measure confidence sets for restricted location parameters
• Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions
• Lower confidence regions for restricted parameter spaces
• Optimal fixed size confidence procedures for a restricted parameter space

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