Optimal simultaneous confidence bounds

DOI10.1214/AOS/1176346516MaRDI QIDQ797940zbMATH OpenOpenAlexFDO

Authors Daniel Q. Naiman

Publication date 1984

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

Full work available at URL https://doi.org/10.1214/aos/1176346516

zbMATH Keywords

simultaneous confidence intervals[https://duckduckgo.com/?q=zbmath%20keyword%20Scheff%EF%BF%BD%EF%BF%BD-type+bounds Scheff��-type bounds]expected coverage measurenormal multiple linear regression modeloptimal confidence bands

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Paired and multiple comparisons; multiple testing (62J15)

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Cited in

(10)

• Conservative confidence bands in curvilinear regression
• Simultaneous estimation and prediction using the expected coverage measure criterion
• Exact two-sided confidence sets for a level set in simple linear regression
• Confidence sets for a level set in linear regression
• Average width optimality of simultaneous confidence bounds
• Minimax Regret Simultaneous Confidence Bands for Multiple Regression Functions
• Balanced Simultaneous Confidence Sets
• Simultaneous Confidence Bounds in Multiple Regression Using Predictor Variable Constraints
• Uniform confidence bands: characterization and optimality
• Simultaneous confidence sets for several effective doses

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