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Minimax estimators of the coverage probability of the impermissible error for a location family
 

Summary: Minimax estimators of the coverage probability of
the impermissible error for a location family
by Miguel A. Arcones
Binghamton University
arcones@math.binghamton.edu
Talk based on:
Arcones, M. A. (2008). Minimax estimators of the coverage
probability of the impermissible error for a location family.
Statistics & Decisions. 28, 1001­1043
Available at
http://www.math.binghamton.edu/arcones/prep.html
1
1 Confidence regions with a constrained
Lebesgue measure for a location fam-
ily.
Let {Xj}
j=1 be a sequence of Rd
­valued i.i.d.r.v.'s with a
p.d.f. belonging to the family {f(· - ) : Rd
}.

  

Source: Arcones, Miguel A. - Department of Mathematical Sciences, State University of New York at Binghamton

 

Collections: Mathematics