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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Veröffentlicht in:	Statistics & probability letters Jg. 36; H. 4; S. 365 - 372
1. Verfasser:	Wang, Hsiuying
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 03.01.1998 Elsevier
Schriftenreihe:	Statistics & Probability Letters
Schlagworte:	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
Online-Zugang:	Volltext
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