Brown's paradox in the estimated confidence approach

DOI10.1214/aos/1018031210zbMath0946.62009OpenAlexW2040719918WikidataQ63641694 ScholiaQ63641694MaRDI QIDQ1970482

Hsiuying Wang

Publication date: 7 June 2000

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

Full work available at URL: https://doi.org/10.1214/aos/1018031210

zbMATH Keywords

ancillary statisticconfidence intervalcoverage functionempirical Bayes estimatorsusual constant coverage probability estimator

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12) Admissibility in statistical decision theory (62C15)

Related Items (7)

Multivariate control charts based on the James-Stein estimator ⋮ Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval ⋮ Admissibility of confidence estimators in the regression model ⋮ Improved confidence estimators for confidence sets of location parameters ⋮ Self-Modelling Warping Functions ⋮ Functional Modelling and Classification of Longitudinal Data* ⋮ Estimated confidence under ancillary statistic everywhere-valid constraint

Cites Work

• Unnamed Item
• Estimated confidence procedures for multivariate normal means
• An ancillarity paradox which appears in multiple linear regression
• Conditional Confidence Statements and Confidence Estimators
• Ancillary Statistics and Estimation of the Loss in Estimation Problems

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