Simultaneous estimation and prediction using the expected coverage measure criterion

DOI10.1214/aos/1176350704zbMath0672.62047OpenAlexW2076662023MaRDI QIDQ1120216

Peter M. Hooper

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/1176350704

zbMATH Keywords

Lebesgue measureGMANOVAmultivariate regressionmultivariate linear modelsHunt-Stein theoreminvariance theorysimultaneous prediction regionsminimax proceduresexpected coverage measure criterionoptimal intervalssimultaneous confidence regions

Mathematics Subject Classification ID

Multivariate analysis (62H99) Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01) Paired and multiple comparisons; multiple testing (62J15)

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