Admissibility of the constant-coverage probability estimator for estimating the coverage function of certain confidence interval

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...

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Vydáno v:	Statistics & probability letters Ročník 36; číslo 4; s. 365 - 372
Hlavní autor:	Wang, Hsiuying
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 03.01.1998 Elsevier
Edice:	Statistics & Probability Letters
Témata:	Admissibility Confidence interval Confidence interval Admissibility Coverage function Constant coverage probability estimator Constant coverage probability estimator Coverage function Admissibility 62C15 Coverage function Constant coverage probability estimator 62C10 Confidence interval
ISSN:	0167-7152, 1879-2103
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