On the construction of shortest confidence intervals and Bayesian highest posterior density intervals
β Scribed by A. P. GRIEVE
- Book ID
- 114744723
- Publisher
- John Wiley and Sons
- Year
- 1991
- Tongue
- English
- Weight
- 322 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0140-7783
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In the problems of invariant distribution and density estimation of an ergodic di usion process, the asymptotic variances of many estimators can be represented as some mathematical expectations with respect to the invariant law. Therefore, the construction of the conΓΏdence intervals requires the est
Faber and Kowalski recently proposed a method to calculate confidence regions for the regression coefficients in a linear model when partial least squares (PLS) has been used as an estimation method (J. Chemometrics, 11, 181 (1997)). In this short communication we show that the proposed confidence r
## Abstract One way of comparing simultaneous confidence intervals is to compare the length of individual confidence intervals. Simultaneous confidence intervals are the better the shorter individual confidence intervals are. It is shown that such comparison has no sense.