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

DOI10.1007/S10958-016-3220-4zbMATH Open1362.62110OpenAlexW2561537349MaRDI QIDQ521135FDOQ521135

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

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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)

Cites Work

• Title not available (Why is that?)
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Asymptotic analysis of minimum volume confidence regions for location-scale families
• Confidence regions of minimal area for the scale-location parameter and their applications
• Minimum volume confidence regions
• Approximation of product measures with an application to order statistics
• Asymptotic expansions for sample quantiles
• On the accuracy of the normal approximation for quantiles
• Title not available (Why is that?)

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

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