Constructing Confidence Regions of Optimal Expected Size

DOI10.1198/jasa.2009.tm07420zbMath1388.62065OpenAlexW2085218122MaRDI QIDQ5254728

Chad M. Schafer, Philip B. Stark

Publication date: 10 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.tm07420

zbMATH Keywords

restricted parameterminimal procedureminimal regret

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Applications of statistics to physics (62P35)

Related Items (5)

Confidence intervals with maximal average power ⋮ Constraints versus Priors ⋮ Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge ⋮ Unnamed Item ⋮ On an asymptotic relative efficiency concept based on expected volumes of confidence regions

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