Brown's paradox in the estimated confidence approach
From MaRDI portal
Publication:1970482
DOI10.1214/aos/1018031210zbMath0946.62009OpenAlexW2040719918WikidataQ63641694 ScholiaQ63641694MaRDI QIDQ1970482
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
ancillary statisticconfidence intervalcoverage functionempirical Bayes estimatorsusual constant coverage probability estimator
Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)
Related Items (7)
Multivariate control charts based on the James-Stein estimator ⋮ Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval ⋮ Admissibility of confidence estimators in the regression model ⋮ Improved confidence estimators for confidence sets of location parameters ⋮ Self-Modelling Warping Functions ⋮ Functional Modelling and Classification of Longitudinal Data* ⋮ Estimated confidence under ancillary statistic everywhere-valid constraint
Cites Work
This page was built for publication: Brown's paradox in the estimated confidence approach