Confidence sets centered at \(C_ p\)-estimators
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Publication:1817404
DOI10.1007/BF00049285zbMath0857.62025MaRDI QIDQ1817404
Publication date: 6 March 1997
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
squared error loss; asymptotic coverage probability; unbiased estimator; Cp-estimator; discretized signal; geometrical loss; locally uniform asymptotics; variable-selection
62F25: Parametric tolerance and confidence regions
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