Estimated confidence under the validity constraint
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Publication:1184218
DOI10.1214/aos/1176348381zbMath0755.62007MaRDI 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
linear model; inadmissibility; decision theoretic estimated confidence approach; frequentist validity constraint; relevant subsets; usual confidence set; usual constant coverage probability estimator; validity admissibility
62F25: Parametric tolerance and confidence regions
62A01: Foundations and philosophical topics in statistics
62C15: Admissibility in statistical decision theory
62C05: General considerations in statistical decision theory
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