On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals

DOI10.1111/1467-9469.t01-1-00143zbMath1017.62008OpenAlexW2010003820MaRDI QIDQ4416168

David Daniel Smith, Malay Ghosh, Gauri Sankar Datta, Parthasarathi Lahiri

Publication date: 7 August 2003

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

Full work available at URL: https://doi.org/10.1111/1467-9469.t01-1-00143

zbMATH Keywords

asymptotic theory bias correction conditional and unconditional coverage probabilities empirical Bayes confidence intervals

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12)

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