Robust fixed size confidence procedures for a restricted parameter space

DOI10.1214/AOS/1176350958MaRDI QIDQ1106580zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Optimal fixed size confidence procedures for a restricted parameter space
• Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals
• A Robust Confidence Interval for Location
• scientific article; zbMATH DE number 879753
• Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter

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

This page was built for publication: Robust fixed size confidence procedures for a restricted parameter space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1106580)