Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion

Simultaneous confidence regions and simultaneous prediction regions are considered using the expected coverage measure criterion of Naiman. Invariance methods are used to construct minimax procedures in multivariate linear models.

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Published in:The Annals of statistics 1988-03, Vol.16 (1), p.265-277
Main Author: Hooper, Peter M.
Format: Article
Language:English
Subjects:
62A05
62C20
62F25
62H99
62J10
62J15
Confidence set
Cumulative distribution functions
Digital rights management
Exact sciences and technology
GMANOVA
Hunt-Stein theorem
invariant
Linear regression
Linear transformations
Mathematical intervals
Mathematics
Minimax
multivariate regression
Musical intervals
Parametric inference
prediction region
Probabilities
Probability and statistics
Sciences and techniques of general use
Statistics
Weighting functions
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cited_by cdi_FETCH-LOGICAL-c411t-b56c1e3d494b571dcc56a1ae4a1008e16230cd0b22dba3af8a793fc6a7bd3bca3
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container_title The Annals of statistics
container_volume 16
creator Hooper, Peter M.
description Simultaneous confidence regions and simultaneous prediction regions are considered using the expected coverage measure criterion of Naiman. Invariance methods are used to construct minimax procedures in multivariate linear models.
doi_str_mv 10.1214/aos/1176350704
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ispartof The Annals of statistics, 1988-03, Vol.16 (1), p.265-277
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2168-8966
language eng
recordid cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1176350704
source JSTOR Archival Journals and Primary Sources Collection; Project Euclid
subjects 62A05
62C20
62F25
62H99
62J10
62J15
Confidence set
Cumulative distribution functions
Digital rights management
Exact sciences and technology
GMANOVA
Hunt-Stein theorem
invariant
Linear regression
Linear transformations
Mathematical intervals
Mathematics
Minimax
multivariate regression
Musical intervals
Parametric inference
prediction region
Probabilities
Probability and statistics
Sciences and techniques of general use
Statistics
Weighting functions
title Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion
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