On an asymptotic theory of conditional and unconditional coverage probabilities of empirical Bayes confidence intervals

被引：24

作者：

Datta, GS ^{[1
]}

Ghosh, M ^{[1
]}

Smith, DD ^{[1
]}

Lahiri, P ^{[1
]}

机构：

[1] Univ Georgia, Dept Stat, Athens, GA 30602 USA

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2002年 / 29卷 / 01期

关键词：

ancillary statistic; bias correction; calibration;

D O I：

10.1111/1467-9469.t01-1-00143

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Empirical Bayes (EB) methodology is now widely used in statistics. However, construction of EB confidence intervals is still very limited. Following Cox (1975), Hill (1990) and Carlin & Gelfand (1990, 1991), we consider EB confidence intervals, which are adjusted so that the actual coverage probabilities asymptotically meet the target coverage probabilities up to the second order. We consider both unconditional and conditional coverage, conditioning! being done with respect to an ancillary statistic.

引用

页码：139 / 152

页数：14

共 50 条

[21] APPROXIMATED BAYES AND EMPIRICAL BAYES CONFIDENCE-INTERVALS - THE KNOWN VARIANCE CASE
VANDERMERWE, AJ
GROENEWALD, PCN
VANDERMERWE, CA
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1988, 40 (04) : 747 - 767
[22] COMPARISON OF CONDITIONAL AND UNCONDITIONAL CONFIDENCE-INTERVALS FOR DOUBLE EXPONENTIAL-DISTRIBUTION
GRICE, JV
BAIN, LJ
ENGELHARDT, M
[J]. COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1978, 7 (05): : 515 - 524
[23] EMPIRICAL BAYES CONFIDENCE-INTERVALS FOR A SERIES OF RELATED EXPERIMENTS
LAIRD, NM
LOUIS, TA
[J]. BIOMETRICS, 1989, 45 (02) : 481 - 495
[24] Bias corrected empirical Bayes confidence intervals for the selected mean
Bhattacharjee, Abhishek
Ghosh, Malay
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 48 (03) : 583 - 595
[25] Empirical Bayes confidence intervals shrinking both means and variances
Hwang, J. T. Gene
Qiu, Jing
Zhao, Zhigen
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2009, 71 : 265 - 285
[26] A (tight) upper bound for the length of confidence intervals with conditional coverage
Kivaranovic, Danijel
Leeb, Hannes
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2024, 18 (01): : 1677 - 1701
[27] CONDITIONAL COVERAGE PROPERTIES OF FINITE POPULATION CONFIDENCE-INTERVALS
ROYALL, RM
CUMBERLAND, WG
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1985, 80 (390) : 355 - 359
[28] APPROXIMATED BAYES AND EMPIRICAL BAYES CONFIDENCE-INTERVALS - THE UNKNOWN-VARIANCE CASE
VANDERMERWE, AJ
[J]. SOUTH AFRICAN STATISTICAL JOURNAL, 1987, 21 (02) : 196 - 196
[29] Upper bounds for coverage probabilities of confidence intervals for nonmonotone parametric functions
Bar-Lev, SK
Bshouty, D
Reiser, B
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 89 (1-2) : 109 - 118
[30] Bounds on coverage probabilities of the empirical likelihood ratio confidence regions
Tsao, M
[J]. ANNALS OF STATISTICS, 2004, 32 (03): : 1215 - 1221

← 1 2 3 4 5 →