Coherent Frequentism: A Decision Theory Based on Confidence Sets

DOI10.1080/03610926.2010.543302zbMath1319.62007arXiv0907.0139WikidataQ57826638 ScholiaQ57826638MaRDI QIDQ3168547

David R. Bickel

Publication date: 31 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.0139

zbMATH Keywords

decision theory; coherence; utility maximization; imprecise probability; foundations of statistics; confidence distribution; upper and lower probability; fiducial inference; observed confidence level; significance testing; probability matching priors; maximum utility; problem of regions; coherent prevision; minimum expected loss

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62C10: Bayesian problems; characterization of Bayes procedures

62A01: Foundations and philosophical topics in statistics

Related Items

A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models, A prior-free framework of coherent inference and its derivation of simple shrinkage estimators, Game-theoretic probability combination with applications to resolving conflicts between statistical methods, Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing, Confidence distributions: a review, Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes, Simple estimators of false discovery rates given as few as one or two \(p\)-values without strong parametric assumptions, A frequentist framework of inductive reasoning

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