Brown's paradox in the estimated confidence approach

DOI10.1214/AOS/1018031210MaRDI QIDQ1970482zbMATH OpenOpenAlexWikidataFDO

Authors Hsiuying Wang

Publication date 7 June 2000

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

Full work available at URL https://doi.org/10.1214/aos/1018031210

zbMATH Keywords

ancillary statisticconfidence intervalcoverage functionempirical Bayes estimatorsusual constant coverage probability estimator

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15) Parametric tolerance and confidence regions (62F25)

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Cites work

• An ancillarity paradox which appears in multiple linear regression
• Ancillary Statistics and Estimation of the Loss in Estimation Problems
• Conditional Confidence Statements and Confidence Estimators
• Estimated confidence procedures for multivariate normal means
• scientific article; zbMATH DE number 524363 (Why is no real title available?)

Cited in

(13)

• Estimated confidence under ancillary statistic everywhere-valid constraint
• Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
• Improved confidence estimators for confidence sets of location parameters
• Note on a paradox in decision-theoretic interval estimation
• An ancillarity paradox which appears in multiple linear regression
• An ancillary paradox in testing
• Multivariate control charts based on the James-Stein estimator
• Resolution of godambe's paradox
• Self-Modelling Warping Functions
• scientific article; zbMATH DE number 922437 (Why is no real title available?)
• Functional Modelling and Classification of Longitudinal Data*
• Admissibility of confidence estimators in the regression model
• The estimation of stratum means vector with random sample sizes

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