An ancillarity paradox which appears in multiple linear regression
DOI10.1214/AOS/1176347602zbMATH Open0721.62011OpenAlexW2071176685WikidataQ94168337 ScholiaQ94168337MaRDI QIDQ2641018FDOQ2641018
Authors: Lawrence Brown 
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347602
Recommendations
Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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- Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
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- Dependence of variance on covariate design in nonparametric link regression
- An efficient method of estimating the true value of a population characteristic from its discrepant estimates
- The emperor's new tests. (With comments and a rejoinder).
- An ancillary paradox in testing
- Directional tests and statistical frames
- Semi-Supervised Linear Regression
- Admissibility of confidence estimators in the regression model
- Title not available (Why is that?)
- Gamma-minimax prediction for the multinomial distribution
- Semi-supervised empirical risk minimization: using unlabeled data to improve prediction
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
- Estimated confidence under ancillary statistic everywhere-valid constraint
- Small Area Estimation with Correctly Specified Linking Models
- On estimating domain totals over a subpopulation
- Ancillaries and conditional inference (with comments and rejoinder)
- Algebraic algorithms for sampling from conditional distributions
- Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference
- Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix
- Larry Brown's work on admissibility
- Critical issues in different inferential paradigms
- On-line predictive linear regression
- High-dimensional inference in misspecified linear models
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
- Shrinkage estimators for prediction out-of-sample: conditional performance
- Brown's paradox in the estimated confidence approach
- Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model
- Maximal co-ancillarity and maximal co-sufficiency
- Fisher and regression
- Applied regression analysis bibliography update 1990-91
- Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
- Ridge regression and asymptotic minimax estimation over spheres of growing dimension
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