Asymptotic analysis of minimum volume confidence regions for location-scale families

• Autorzy: M. Alama-Bućko , A. Zaigraev
• Języki publikacji: EN

Abstrakty

EN

An asymptotic analysis, when the sample size n tends to infinity, of the optimal confidence region established in Czarnowska and Nagaev (2001) is considered. As a result, two confidence regions, both close to the optimal one when n is sufficiently large, are suggested with a mild assumption on the distribution of a location-scale family.

Kategorie tematyczne

• 62F12: Asymptotic properties of estimators
• 62F25: Tolerance and confidence regions

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2006
• Tom: 33
• Numer: 1
• Strony: 1-20

Daty

wydano

2006

Twórcy

autor

M. Alama-Bućko

• Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Chopina 12/18, 87-100 Toruń, Poland

autor

A. Zaigraev

• Faculty of Mathematics and Computer Sciences, Nicolaus Copernicus University, Chopina 12/18, 87-100 Toruń, Poland

Identyfikatory

DOI

10.4064/am33-1-1