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

M. Alama-Bućko, and A. Zaigraev. "Asymptotic analysis of minimum volume confidence regions for location-scale families." Applicationes Mathematicae 33.1 (2006): 1-20. <http://eudml.org/doc/279140>.

@article{M2006,
abstract = {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.},
author = {M. Alama-Bućko, A. Zaigraev},
journal = {Applicationes Mathematicae},
keywords = {location-scale family; parameter estimation; asymptotic expansion},
language = {eng},
number = {1},
pages = {1-20},
title = {Asymptotic analysis of minimum volume confidence regions for location-scale families},
url = {http://eudml.org/doc/279140},
volume = {33},
year = {2006},
}

TY - JOUR
AU - M. Alama-Bućko
AU - A. Zaigraev
TI - Asymptotic analysis of minimum volume confidence regions for location-scale families
JO - Applicationes Mathematicae
PY - 2006
VL - 33
IS - 1
SP - 1
EP - 20
AB - 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.
LA - eng
KW - location-scale family; parameter estimation; asymptotic expansion
UR - http://eudml.org/doc/279140
ER -