Asymptotics of the optimal confidence region for shift and scale, based on two order statistics

DOI10.1007/S10958-016-3220-4MaRDI QIDQ521135zbMATH OpenOpenAlexFDO

Authors Alexander Zaigraev, Magdalena Alama-Bućko

Publication date 6 April 2017

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-016-3220-4

zbMATH Keywords

confidence regionsorder statisticssample meansample mean-square deviation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Optimal choice of order statistics under confidence region estimation in case of large samples
• On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale
• Asymptotic analysis of minimum volume confidence regions for location-scale families
• Confidence regions of minimal area for the scale-location parameter and their applications
• Exact confidence regions for scale and location parameters based on sample quartiles

Cites work

• scientific article; zbMATH DE number 3492024 (Why is no real title available?)
• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Approximation of product measures with an application to order statistics
• Asymptotic analysis of minimum volume confidence regions for location-scale families
• Asymptotic expansions for sample quantiles
• Confidence regions of minimal area for the scale-location parameter and their applications
• Minimum volume confidence regions
• On the accuracy of the normal approximation for quantiles

Cited in

(4)

• Asymptotic analysis of minimum volume confidence regions for location-scale families
• On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale
• Exact confidence regions for scale and location parameters based on sample quartiles
• Optimal choice of order statistics under confidence region estimation in case of large samples

This page was built for publication: Asymptotics of the optimal confidence region for shift and scale, based on two order statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q521135)