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...

Full description

Bibliographic Details

Published in:	Statistics & probability letters Vol. 36; no. 4; pp. 365 - 372
Main Author:	Wang, Hsiuying
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 03.01.1998 Elsevier
Series:	Statistics & Probability Letters
Subjects:	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 Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!