On confidence bands and set estimators for the simple linear model (Q1821446)
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scientific article; zbMATH DE number 3998987
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On confidence bands and set estimators for the simple linear model |
scientific article; zbMATH DE number 3998987 |
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On confidence bands and set estimators for the simple linear model (English)
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1987
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This paper reviews the duality between confidence bands and (convex) set estimators in a simple linear regression. Applications of this duality are explored. These include the nature of polygonal sets and the development of an algorithm that approximates the coverage probability of smooth confidence band functions.
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duality
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confidence bands
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set estimators
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polygonal sets
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algorithm
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coverage probability
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