Invariant confidence sets with smallest expected measure

DOI10.1214/aos/1176345994zbMath0536.62024OpenAlexW2051758875MaRDI QIDQ792037

Peter M. Hooper

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1214/aos/1176345994

zbMATH Keywords

randomizationexamplessimultaneous confidence setsMANOVApivotal quantityHunt-Stein theoremequivariance propertyfiducial, GMANOVAinvariant confidence setsinvariantly sufficient statisticNeyman-Pearson-type rulesmallest expected measure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01)

Related Items (8)

Invariance, model matching and probability matching ⋮ On shortest confidence intervals and their relation with uniformly minimum variance unbiased estimators ⋮ Optimal confidence regions in GMANOVA ⋮ Minimax expected measure confidence sets for restricted location parameters ⋮ Median confidence regions in a nonparametric model ⋮ The growth curve model: a review ⋮ Invariant prediction regions with smallest expected measure ⋮ Minimum volume confidence regions

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