The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance

DOI10.1080/03610929608831744zbMath0875.62141OpenAlexW2028113030MaRDI QIDQ4337170

Yasushi Nagata

Publication date: 5 November 1997

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

Full work available at URL: https://doi.org/10.1080/03610929608831744

zbMATH Keywords

linear modelcoverage probabilityunbiasednesspreliminary test estimationdisturbance varianceStein type estimatorNeyman accuracyWolfowitz accuracy

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Related Items (2)

Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors ⋮ Stein estimation -- a review

Cites Work

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• The exact distribution and density functions of the stein-type estimator for normal variance
• The relationship between the improvement on the point estimation and the improvement on the interval estimation for the disturbance variance in a linear regression model
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Improved Confidence Intervals for the Variance of a Normal Distribution
• Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability
• Minimax Estimates of the Mean of a Normal Distribution with Known Variance

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