On Fixed or Scaled Radii Confidence Sets: The Fixed Sample Size Case

Meyer, Terry G.

Meyer, Terry G.

Ann. Statist., Tome 5 (1977) no. 1, p. 65-78 / Harvested from Project Euclid

Résumé

Confidence sets in the form of balls of fixed or scaled radius with respect to an arbitrary pseudometric are considered. Easily computable lower bounds for the radius of these confidence sets are derived. As by-products, bounds for the minimax risk are given and a method of deriving multiple decision procedures from point estimators is obtained.

Publié le : 1977-01-14
Classification: Confidence sets, pseudometric loss, minimax risk, multiple decision procedures, composite hypotheses, bounds, minimal radius confidence set, probability convergence of estimates, estimation theorey, 62F25, 62G15, 62F05, 62G10

@article{1176343740,
     author = {Meyer, Terry G.},
     title = {On Fixed or Scaled Radii Confidence Sets: The Fixed Sample Size Case},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 65-78},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343740}
}

Meyer, Terry G. On Fixed or Scaled Radii Confidence Sets: The Fixed Sample Size Case. Ann. Statist., Tome 5 (1977) no. 1, pp.  65-78. http://gdmltest.u-ga.fr/item/1176343740/