A new criterion of confidence set estimation: improvement of the Neyman shortness.

DOI10.1016/S0378-3758(97)00158-4zbMath1067.62523MaRDI QIDQ1299368

Yoshiji Takagi

Publication date: 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Confidence set estimationNeyman shortnessParametrization invariancePratt's paradox

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25)

Cites Work

• Diameter and volume minimizing confidence sets in Bayes and classical problems
• Generalized Confidence Intervals
• Length of Confidence Intervals
• Conditional Confidence Statements and Confidence Estimators
• Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability

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