Estimated Confidence Under the Validity Constraint
We examine the decision theoretic estimated confidence approach proposed by Kiefer, Robinson and Berger, and focus on results under the frequentist validity constraint previously described by Brown and by Berger. Our main result is that the usual constant coverage probability estimator for the usual...
| Veröffentlicht in: | The Annals of Statistics. - Institute of Mathematical Statistics. - 19(1991), 4, Seite 1964-1977 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1991
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| Zugriff auf das übergeordnete Werk: | The Annals of Statistics |
| Schlagworte: | Coverage probability usual confidence set decision theory relevant subsets validity admissibility Mathematics Behavioral sciences Information science Applied sciences |
| Online verfügbar |
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