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150323s1991 xx |||||o 00| ||eng c |
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|a (DE-627)JST008976880
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|a (JST)2241914
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|b ger
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|a eng
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|a 62A20
|2 MSC
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|a Hwang, Jiunn T.
|e verfasserin
|4 aut
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|a Estimated Confidence Under the Validity Constraint
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|c 1991
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
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|a 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 confidence set of a linear model is admissible under the frequentist validity constraint. Note that it is inadmissible without the frequentist validity constraint when the dimension is at least 5. The criterion of admissibility under the frequentist validity constraint is shown to be quite a reasonable one. Therefore the constant coverage probability estimator which has been widely used is justifiable from the post-data point of view.
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|a Copyright 1991 Institute of Mathematical Statistics
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|a Coverage probability
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|a usual confidence set
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|a decision theory
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|a relevant subsets
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|a validity admissibility
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
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|a Mathematics
|x Pure mathematics
|x Probability theory
|x Probability interpretations
|x Frequentism
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|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Decision making
|x Bayesian theories
|x Bayes estimators
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|a Information science
|x Information resources
|x Research data sources
|x Research review studies
|x Technical reports
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|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Decision making
|x Bayesian theories
|x Bayes rule
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|a Mathematics
|x Mathematical expressions
|x Mathematical theorems
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|a Applied sciences
|x Computer science
|x Artificial intelligence
|x Machine learning
|x Perceptron convergence procedure
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|a Mathematics
|x Mathematical expressions
|x Mathematical functions
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|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Decision theory
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|a Mathematics
|x Pure mathematics
|x Probability theory
|x Probabilities
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|a research-article
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|a Brown, Lawrence D.
|e verfasserin
|4 aut
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|i Enthalten in
|t The Annals of Statistics
|d Institute of Mathematical Statistics
|g 19(1991), 4, Seite 1964-1977
|w (DE-627)270129162
|w (DE-600)1476670-X
|x 00905364
|7 nnns
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|g volume:19
|g year:1991
|g number:4
|g pages:1964-1977
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|u https://www.jstor.org/stable/2241914
|3 Volltext
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|d 19
|j 1991
|e 4
|h 1964-1977
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