Interval estimation of normal means with respect to asymmetric loss functions

zbMATH Open1104.62030MaRDI QIDQ3419397FDOQ3419397

Authors: Yushan Xiao, Qiuhong Ma 

Publication date: 6 February 2007

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zbMATH Keywords

order restrictionlineximproved confidence interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Admissibility in statistical decision theory (62C15)

Cited In (4)

• Variance estimation for the normal distribution under log symmetric loss
• Note on a paradox in decision-theoretic interval estimation
• A stepwise confidence interval procedure under unknown variances based on an asymmetric loss function for toxicological evaluation
• Minimax confidence bound of the normal mean under an asymmetric loss function

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