The nonexistence of confidence sets for discontinuous functionals
β Scribed by J. Pfanzagl
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 100 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
β¦ Synopsis
The paper summarizes and extends various results on the nonexistence of conΓΏdence procedures with (locally) uniform covering probabilities.
π SIMILAR VOLUMES
Let 7 be an unknown covariance matrix. Perturbation (in)equalities are derived for various scale-invariant functionals of 7 such as correlations (including partial, multiple and canonical correlations) or angles between eigenspaces. These results show that a particular confidence set for 7 is canoni
## Abstract Let __X~t~__ be a symmetric stable process on __d__βdimensional Euclidean space \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}${\mathbb {R}}^d$\end{document}. Let __F__(__x__, __y__) be a symmetric positive bounded function on \documentclass{article}\usepac