Admissibility of the usual confidence interval in linear regression

DOI10.1214/10-EJS563zbMath1329.62049arXiv1001.2939OpenAlexW2962872308MaRDI QIDQ1952053

Khageswor Giri, Hannes Leeb, Paul V. Kabaila

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.2939

zbMATH Keywords

decision theoryconfidence intervaladmissibilitycompromise decision theory

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (5)

Admissibility of the usual confidence interval for the normal mean ⋮ Effect of a preliminary test of homogeneity of stratum-specific odds ratios on their confidence intervals ⋮ Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information ⋮ A Comparison of Bayesian and Frequentist Interval Estimators in Regression that Utilize Uncertain Prior Information ⋮ Further Properties of Frequentist Confidence Intervals in Regression that Utilize Uncertain Prior Information

Cites Work

• Unnamed Item
• Confidence intervals in regression utilizing prior information
• CONFIDENCE INTERVALS UTILIZING PRIOR INFORMATION IN THE BEHRENS-FISHER PROBLEM
• Numerical Specification of Discrete Least Favorable Prior Distributions
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population
• Controlling risks under different loss functions: The compromise decision problem

This page was built for publication: Admissibility of the usual confidence interval in linear regression