Asymptotically honest confidence sets for structural errors-in-variables models

DOI10.1214/aos/1032298282zbMath0867.62016OpenAlexW2025132854MaRDI QIDQ1354377

Longcheen Huwang

Publication date: 3 August 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1032298282

zbMATH Keywords

variancecoverage probabilityconfidence setscovariateslopeconfidence levelsstructural errors-in-variables modelasymptotically honest confidence setsconvergence uniformly in all parameters

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear inference, regression (62J99) Statistical distribution theory (62E99)

Related Items (7)

ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA ⋮ Shrinkage confidence procedures ⋮ Uniformly robust tests in errors-in-variables models ⋮ A new confidence interval in errors-in-variables model with known error variance ⋮ Interval estimation for fitting straight line when both variables are subject to error ⋮ Generalized confidence interval for the slope in linear measurement error model ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

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• Estimating linear statistical relationships
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
• Honest confidence regions for nonparametric regression
• Estimating structural and functional relationships
• The Fitting of Straight Lines When both Variables are Subject to Error
• Identifiability of a Linear Relation between Variables Which Are Subject to Error

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