A new criterion of confidence set estimation: Improvement of the Neyman shortness

Journal of Statistical Planning and Inference

Volumn 69, Issue 2, 1998, Pages 329-338

  Takagi, Yoshiji ^a  

^a Osaka City University   (Japan)

Author keywords

Confidence set estimation; Neyman shortness; Parametrization invariance; Pratt's paradox

Indexed keywords

EID: 0032525504     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00158-4     Document Type: Article

References (7)

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3. Neyman, J., 1937. Outline of a theory of statistical estimation based on the classical theory of probability. Philos. Trans. Roy. Soc. Ser. A 236, 333-380.
4. Pratt, J.W., 1961a. Review of Lehmann's Testing Statistical Hypotheses. J. Amer. Statist. Assoc. 56, 163-167.
5. Pratt, J.W., 1961b. Length of confidence intervals. J. Amer. Statist. Assoc. 56, 549-567.
6. Weerahandi, S., 1993. Generalized confidence intervals. J. Amer. Statist. Assoc. 88, 899-905.
7. Zacks, S., 1971. The Theory of Statistical Inference. Wiley, New York.