The Annals of Statistics

Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion

Peter M. Hooper

Full-text: Open access

Abstract

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.

Article information

Source
Ann. Statist., Volume 16, Number 1 (1988), 265-277.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176350704

Digital Object Identifier
doi:10.1214/aos/1176350704

Mathematical Reviews number (MathSciNet)
MR924870

Zentralblatt MATH identifier
0672.62047

JSTOR
links.jstor.org

Subjects
Primary: 62F25: Tolerance and confidence regions
Secondary: 62J15: Paired and multiple comparisons 62A05 62C20: Minimax procedures 62H99: None of the above, but in this section 62J10: Analysis of variance and covariance

Keywords
Confidence set GMANOVA Hunt-Stein theorem invariant minimax multivariate regression prediction region

Citation

Hooper, Peter M. Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion. Ann. Statist. 16 (1988), no. 1, 265--277. doi:10.1214/aos/1176350704. https://projecteuclid.org/euclid.aos/1176350704


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