Robust fixed size confidence procedures for a restricted parameter space

DOI10.1214/AOS/1176350958zbMath0651.62024OpenAlexW4236088020MaRDI QIDQ1106580

Max Mintz, Mehmet Zeytinoglu

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aos/1176350958

zbMATH Keywords

location parameterzero-one loss functionalpha trimmed meansasymptotic behavior of the robust median- minimax estimatorsglobally minimax admissible Bayes proceduresnon-Gaussian uncertainty classesnonrandomized odd monotone proceduresrobust alpha minimax rulesRobust fixed size confidence proceduresrobust minimax decision problemrobust minimax estimators

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

Confidence analysis of linear unbiased estimates under uncertain unimodal noise distributions ⋮ Minimax expected measure confidence sets for restricted location parameters

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