Improved invariant set estimation for general scale families

DOI10.1016/0378-3758(94)00057-3zbMath0811.62038MaRDI QIDQ1346659

George Casella, Constantinos Goutis

Publication date: 9 April 1995

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/31663

zbMATH Keywords

coverage probability; location; scale; invariance restriction; minimum length location-scale invariant interval

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

Related Items

New classes of improved confidence intervals for the scale parameter of a two-parameter exponential distribution, The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables, Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples

Cites Work

• Unnamed Item
• Unnamed Item
• Improved confidence intervals for a normal variance
• Improved invariant confidence intervals for a normal variance
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Alternative estimators for the scale parameter of the exponential distribution with unknown location
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Estimating the scale parameter of the exponential distribution with unknown location
• Optimal Confidence Intervals for the Variance of a Normal Distribution
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Improved Confidence Intervals for the Variance of a Normal Distribution