Brown's paradox in the estimated confidence approach

DOI10.1214/AOS/1018031210zbMATH Open0946.62009OpenAlexW2040719918WikidataQ63641694 ScholiaQ63641694MaRDI QIDQ1970482FDOQ1970482

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

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zbMATH Keywords

confidence intervalancillary statisticcoverage functionempirical Bayes estimatorsusual constant coverage probability estimator

Mathematics Subject Classification ID

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

Cites Work

• An ancillarity paradox which appears in multiple linear regression
• Conditional Confidence Statements and Confidence Estimators
• Ancillary Statistics and Estimation of the Loss in Estimation Problems
• Estimated confidence procedures for multivariate normal means
• Title not available (Why is that?)

Cited In (13)

• Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
• The estimation of stratum means vector with random sample sizes
• An ancillary paradox in testing
• Improved confidence estimators for confidence sets of location parameters
• Functional Modelling and Classification of Longitudinal Data*
• Admissibility of confidence estimators in the regression model
• Title not available (Why is that?)
• An ancillarity paradox which appears in multiple linear regression
• Estimated confidence under ancillary statistic everywhere-valid constraint
• Multivariate control charts based on the James-Stein estimator
• Self-Modelling Warping Functions
• Note on a paradox in decision-theoretic interval estimation
• Resolution of godambe's paradox

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