Confidence regions of minimal area for the scale-location parameter and their applications

A. Czarnowska, and A. V. Nagaev. "Confidence regions of minimal area for the scale-location parameter and their applications." Applicationes Mathematicae 28.2 (2001): 125-142. <http://eudml.org/doc/279783>.

@article{A2001,
abstract = {The area of a confidence region is suggested as a quality exponent of parameter estimation. It is shown that under very mild restrictions imposed on the underlying scale-location family there exists an optimal confidence region. Explicit formulae as well as numerical results concerning the normal, exponential and uniform families are presented. The question how to estimate the quantile function is also discussed.},
author = {A. Czarnowska, A. V. Nagaev},
journal = {Applicationes Mathematicae},
keywords = {scale-location family; parameter estimation; mathematical programming; quantile function},
language = {eng},
number = {2},
pages = {125-142},
title = {Confidence regions of minimal area for the scale-location parameter and their applications},
url = {http://eudml.org/doc/279783},
volume = {28},
year = {2001},
}

TY - JOUR
AU - A. Czarnowska
AU - A. V. Nagaev
TI - Confidence regions of minimal area for the scale-location parameter and their applications
JO - Applicationes Mathematicae
PY - 2001
VL - 28
IS - 2
SP - 125
EP - 142
AB - The area of a confidence region is suggested as a quality exponent of parameter estimation. It is shown that under very mild restrictions imposed on the underlying scale-location family there exists an optimal confidence region. Explicit formulae as well as numerical results concerning the normal, exponential and uniform families are presented. The question how to estimate the quantile function is also discussed.
LA - eng
KW - scale-location family; parameter estimation; mathematical programming; quantile function
UR - http://eudml.org/doc/279783
ER -