Admissibility of Confidence Estimators in the Regression Model

Hsiuying Wang*

*Corresponding author for this work

研究成果: Article同行評審

2 引文 斯高帕斯(Scopus)

摘要

In the regression model, we assume that the independent variables are random instead of fixed. Consider the problem of estimating the coverage function of a usual confidence interval for the unknown intercept parameter. In this paper, we consider a case in which the number of unknown parameters is smaller than 5. We show that the usual constant coverage probability estimator is admissible in the usual sense in this case. Note that this estimator is inadmissible in the usual sense in the other case where the number of unknown parameters is greater than 4.

原文English
頁(從 - 到)267-276
頁數10
期刊Journal of Multivariate Analysis
76
發行號2
DOIs
出版狀態Published - 1 二月 2001

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