Interval estimation of normal means with respect to asymmetric loss functions

MaRDI QIDQ3419397zbMATH OpenFDO

Authors Yushan Xiao, Qiuhong Ma

Publication date 6 February 2007

zbMATH Keywords

order restrictionlineximproved confidence interval

Mathematics Subject Classification ID

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

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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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