Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval

DOI10.1016/S0167-7152(97)00083-7zbMath0892.62003MaRDI QIDQ1382209

Hsiuying Wang

Publication date: 6 May 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

squared error lossconfidence intervalcoverage functionconstant coverage probability estimator

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Related Items (2)

Admissibility of confidence estimators in the regression model ⋮ Improved confidence estimators for confidence sets of location parameters

Cites Work

• Brown's paradox in the estimated confidence approach
• An ancillarity paradox which appears in multiple linear regression

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