TY - JOUR
T1 - Improved confidence estimators for confidence sets of location parameters
AU - Wang, Hsiuying
PY - 2005/1/15
Y1 - 2005/1/15
N2 - Consider a p-dimensional location family symmetrical about θ. Let Ct(X) be a 1 - α confidence set {θ: t(X) - θ ≤c} of θ, where t(X) is some reasonable estimator of θ. Traditionally, the confidence coefficient 1 - α, which is data independent, is used to be the report for the confidence of Ct(X). In this paper, some improved confidence reports are provided for p ≥ 5. These results are related to Robinson (Ann. Statistic 7 (1979) 756). The normal case discussed in Robinson (Ann. Statistic 7 (1979) 756) is a special case of the results of this paper. Moreover, some admissibility results when p≤4 are also present in this paper.
AB - Consider a p-dimensional location family symmetrical about θ. Let Ct(X) be a 1 - α confidence set {θ: t(X) - θ ≤c} of θ, where t(X) is some reasonable estimator of θ. Traditionally, the confidence coefficient 1 - α, which is data independent, is used to be the report for the confidence of Ct(X). In this paper, some improved confidence reports are provided for p ≥ 5. These results are related to Robinson (Ann. Statistic 7 (1979) 756). The normal case discussed in Robinson (Ann. Statistic 7 (1979) 756) is a special case of the results of this paper. Moreover, some admissibility results when p≤4 are also present in this paper.
KW - Admissibility
KW - Confidence coefficient
KW - t-distribution
UR - http://www.scopus.com/inward/record.url?scp=15344347320&partnerID=8YFLogxK
U2 - 10.1016/j.jspi.2003.09.029
DO - 10.1016/j.jspi.2003.09.029
M3 - Article
AN - SCOPUS:15344347320
SN - 0378-3758
VL - 128
SP - 95
EP - 107
JO - Journal of Statistical Planning and Inference
JF - Journal of Statistical Planning and Inference
IS - 1
ER -