Geodesic
Confidence regions of minimal area for the scale-location parameter and their applications
A. Czarnowska1 ; A. V. Nagaev2
1 Faculty of Mathematics and Computer Science Nicholas Copernicus University Chopina 12/18 87-100 Toru/n, Poland
2 Faculty of Mathematics and Computer Science Nicholas Copernicus University of Toru/n Chopina 12/18 87-100 Toru/n, Poland
Applicationes Mathematicae, Tome 28 (2001) no. 2, pp. 125-142.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/am28-2-1
Keywords: area confidence region suggested quality exponent parameter estimation shown under mild restrictions imposed underlying scale location family there exists optimal confidence region explicit formulae numerical results concerning normal exponential uniform families presented question estimate quantile function discussed

A. Czarnowska 1 ; A. V. Nagaev 2

1 Faculty of Mathematics and Computer Science Nicholas Copernicus University Chopina 12/18 87-100 Toru/n, Poland
2 Faculty of Mathematics and Computer Science Nicholas Copernicus University of Toru/n Chopina 12/18 87-100 Toru/n, Poland 
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A. Czarnowska; A. V. Nagaev. Confidence regions of minimal area
for the scale-location parameter
and their applications. Applicationes Mathematicae, Tome 28 (2001) no. 2, pp. 125-142. doi : 10.4064/am28-2-1. http://geodesic.mathdoc.fr/articles/10.4064/am28-2-1/

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