A Conditional Property of Invariant Confidence and Prediction Regions
Hooper, Peter M.
Ann. Statist., Tome 12 (1984) no. 1, p. 745-750 / Harvested from Project Euclid
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This paper considers estimation and prediction problems invariant under an amenable group that is transitive on the parameter space. It is shown that an invariant confidence or prediction region does not admit super-relevant betting procedures if and only if its level of coverage is defined conditionally given the maximal invariant statistic.
Publié le : 1984-06-14
Classification:  Amenable,  ancillary,  betting procedure,  super-relevant betting procedure,  62A05,  62F25 
@article{1176346520,
     author = {Hooper, Peter M.},
     title = {A Conditional Property of Invariant Confidence and Prediction Regions},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 745-750},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346520}
}

Hooper, Peter M. A Conditional Property of Invariant Confidence and Prediction Regions. Ann. Statist., Tome 12 (1984) no. 1, pp.  745-750. http://gdmltest.u-ga.fr/item/1176346520/