Asymptotics of the optimal confidence region for shift and scale, based on two order statistics

DOI10.1007/S10958-016-3220-4zbMath1362.62110OpenAlexW2561537349MaRDI QIDQ521135

Magdalena Alama-Bućko, Alexander Yu. Zeigraev

Publication date: 6 April 2017

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3220-4

zbMATH Keywords

order statisticsconfidence regionssample meansample mean-square deviation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Optimal choice of order statistics under confidence region estimation in case of large samples

Cites Work

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• Asymptotic analysis of minimum volume confidence regions for location-scale families
• Confidence regions of minimal area for the scale-location parameter and their applications

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