Conditional properties of statistical procedures
From MaRDI portal
Publication:1134455
DOI10.1214/aos/1176344725zbMath0423.62005OpenAlexW2045077667MaRDI QIDQ1134455
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344725
Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)
Related Items
Sensitivity Analysis of Classical and Conditional Bayesian Problems of Many Hypotheses Testing ⋮ A defence of subjective fiducial inference ⋮ Conditional Interval Estimation of the Ratio of Variance Components following Rejection of a Pre-test ⋮ Exact post-selection inference, with application to the Lasso ⋮ Conditional interval estimation of the extreme-value scale parameter following rejection of a pre-test ⋮ A note on conditionally unbiased estimation after selection ⋮ Invariant estimation of functions ⋮ Conditional Bayesian task of testing many hypotheses ⋮ Confidence sets and the stein effect ⋮ Can one estimate the conditional distribution of post-model-selection estimators? ⋮ Two stage conditionally unbiased estimators of the selected mean ⋮ Conditional properties of prediction intervals ⋮ Likelihood decision functions ⋮ Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors ⋮ Epistemic confidence in the observed confidence interval ⋮ Quasi-optimal Bayesian procedures of many hypotheses testing ⋮ Controlling the size of autocorrelation robust tests ⋮ The interplay of Bayesian and frequentist analysis ⋮ ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS ⋮ How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? ⋮ Estimated confidence procedures for multivariate normal means ⋮ CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? ⋮ Estimating a general function of a quadratic function ⋮ Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing ⋮ Estimated confidence under ancillary statistic everywhere-valid constraint ⋮ ``Sampling the reference set revisited ⋮ Improved confidence estimators for Fieller's confidence sets ⋮ Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances. ⋮ Reconciling frequentist properties with the likelihood principle
This page was built for publication: Conditional properties of statistical procedures
