Average width optimality of simultaneous confidence bounds

DOI10.1214/AOS/1176346787zbMath0554.62029OpenAlexW2024665235MaRDI QIDQ760118

Daniel Q. Naiman

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346787

zbMATH Keywords

least squares estimatorSimultaneous confidence intervalsaverage width optimalitymultilinear regression functionsScheffé-type bounds

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Paired and multiple comparisons; multiple testing (62J15)

Related Items (8)

Simultaneous Confidence Bands for Linear Regression with Covariates Constrained in Intervals ⋮ Uniform confidence bands: characterization and optimality ⋮ Exact Simultaneous Confidence Bands for Quadratic and Cubic Polynomial Regression with Applications in Dose Response Study ⋮ Comparison of hyperbolic and constant width simultaneous confidence bands in multiple linear regression under MVCS criterion ⋮ On confidence bands and set estimators for the simple linear model ⋮ Construction of simultaneous confidence bands for a percentile hyper-plane with predictor variables constrained in an ellipsoidal region ⋮ Optimal Simultaneous Confidence Bands in Multiple Linear Regression with Predictor Variables Constrained in an Ellipsoidal Region ⋮ Simultaneous bootstrap confidence bands in regression

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