Confidence sets centered at \(C_ p\)-estimators

DOI10.1007/BF00049285zbMath0857.62025MaRDI QIDQ1817404

Rudolf Beran

Publication date: 6 March 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

squared error lossasymptotic coverage probabilityunbiased estimatorCp-estimatordiscretized signalgeometrical losslocally uniform asymptoticsvariable-selection

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Related Items

Confidence balls in Gaussian regression. ⋮ Convergence of depth contours for multivariate datasets ⋮ Hybid shrinkage estimators using penalty bases for the ordinal one-way layout ⋮ Statistical inference for the optimal approximating model ⋮ Adaptive confidence balls ⋮ Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process

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