Admissibility of the usual confidence interval in linear regression

被引：7

作者：

Kabaila, Paul ^{[1
]}

Giri, Khageswor ^{[2
]}

Leeb, Hannes ^{[3
]}

机构：

[1] La Trobe Univ, Dept Math & Stat, Bundoora, Vic 3086, Australia

[2] Dept Primary Ind, Werribee, Vic 3030, Australia

[3] Univ Vienna, Dept Stat, A-1010 Vienna, Austria

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2010年 / 4卷

关键词：

Admissibility; compromise decision theory; confidence interval; decision theory; UTILIZING PRIOR INFORMATION;

D O I：

10.1214/10-EJS563

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：

Consider a linear regression model with independent and identically normally distributed random errors. Suppose that the parameter of interest is a specified linear combination of the regression parameters. We prove that the usual confidence interval for this parameter is admissible within a broad class of confidence intervals.

引用

页码：300 / 312

页数：13

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