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Simultaneous adjustment of bias and coverage probabilities for confidence intervals

✍ Scribed by Menéndez, P.; Fan, Y.; Garthwaite, P.H.; Sisson, S.A.

Book ID
122813600
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
453 KB
Volume
70
Category
Article
ISSN
0167-9473

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Admissibility of the constant-coverage p
Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval
✍ Hsiuying Wang 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 283 KB

Consider a confidence interval for a randomly chosen linear combination of the elements of the mean vector of a p-dimensional normal distribution. The constant coverage probability is the usual estimator for the coverage function of this interval. Wang (1995) have shown that this estimator is inadmi