Admissible and optimal confidence bands in simple linear regression

DOI10.1214/AOS/1176349558zbMATH Open0624.62013OpenAlexW2024087797MaRDI QIDQ578778FDOQ578778

W. W. Piegorsch

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349558

zbMATH Keywords

simultaneous inferencecompletenessconfidence bandsaverage width optimalityminimal complete class of band formstautness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Complete class results in statistical decision theory (62C07) Admissibility in statistical decision theory (62C15)

Cited In (7)

• Constant width simultaneous confidence bands in multiple linear regression with predictor variables constrained in intervals
• Simultaneous bootstrap confidence bands in regression
• Confidence sets for a level set in linear regression
• A simple method to construct confidence bands in functional linear regression
• Title not available (Why is that?)
• Uniform confidence bands: characterization and optimality
• A note on response mean confidence band for linear regression models

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