Estimated confidence under the validity constraint

DOI10.1214/aos/1176348381zbMath0755.62007OpenAlexW1964750533MaRDI QIDQ1184218

Jiunn Tzon Hwang, Lawrence D. Brown

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348381

zbMATH Keywords

linear modelinadmissibilitydecision theoretic estimated confidence approachfrequentist validity constraintrelevant subsetsusual confidence setusual constant coverage probability estimatorvalidity admissibility

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15) General considerations in statistical decision theory (62C05)

Related Items (7)

Confidence estimation for tolerance intervals ⋮ CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS ⋮ Assessing uncertainty in measurement ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Estimated confidence under ancillary statistic everywhere-valid constraint ⋮ Improved confidence estimators for Fieller's confidence sets ⋮ Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case

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