Optimal Simultaneous Confidence Bounds
Naiman, Daniel Q.
Ann. Statist., Tome 12 (1984) no. 1, p. 702-715 / Harvested from Project Euclid
The notion of a "simultaneous confidence bound" is redefined by requiring a bound on the expected converge measure (ECM) instead of the coverage probability. This is analogous to a criterion introduced by Spjotvoll for defining simultaneous tests of hypotheses. Bounds which minimize certain width functionals, subject to a bound on the ECM, are characterized. For bounds on a multilinear regression function over an arbitrary subset of Euclidean space, the bounds which minimize weighted average width, among all bounds with prescribed ECM, are expressed in closed form. As a special case, we give a weight function relative to which Scheffe-type bounds are optimal.
Publié le : 1984-06-14
Classification:  Simultaneous confidence bounds,  multilinear regression,  analysis of variance,  62J15,  62J10,  62C07
@article{1176346516,
     author = {Naiman, Daniel Q.},
     title = {Optimal Simultaneous Confidence Bounds},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 702-715},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346516}
}
Naiman, Daniel Q. Optimal Simultaneous Confidence Bounds. Ann. Statist., Tome 12 (1984) no. 1, pp.  702-715. http://gdmltest.u-ga.fr/item/1176346516/