Geodesic
Asymptotic analysis of minimum volume confidence regions for location-scale families
M. Alama-Bućko1 ; A. V. Nagaev2 ; A. Zaigraev3
1 Faculty of Mathematics and Computer Science Nicolaus Copernicus University Chopina 12/18 87-100 Toruń, Poland
2
3 Faculty of Mathematics and Computer Sciences Nicolaus Copernicus University Chopina 12/18 87-100 Toruń, Poland
Applicationes Mathematicae, Tome 33 (2006) no. 1, pp. 1-20.

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

An asymptotic analysis, when the sample size $n$ tends to infinity, of the optimal confidence region established in Czarnowska and Nagaev (2001) is considered. As a result, two confidence regions, both close to the optimal one when $n$ is sufficiently large, are suggested with a mild assumption on the distribution of a location-scale family.
DOI : 10.4064/am33-1-1
Keywords: asymptotic analysis sample size tends infinity optimal confidence region established czarnowska nagaev considered result confidence regions close optimal sufficiently large suggested mild assumption distribution location scale family

M. Alama-Bućko 1 ; A. V. Nagaev 2 ; A. Zaigraev 3

1 Faculty of Mathematics and Computer Science Nicolaus Copernicus University Chopina 12/18 87-100 Toruń, Poland
2
3 Faculty of Mathematics and Computer Sciences Nicolaus Copernicus University Chopina 12/18 87-100 Toruń, Poland 
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 confidence regions for location-scale families},
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 confidence regions for location-scale families
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 confidence regions for location-scale families
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M. Alama-Bućko; A. V. Nagaev; A. Zaigraev. Asymptotic analysis of minimum volume
 confidence regions for location-scale families. Applicationes Mathematicae, Tome 33 (2006) no. 1, pp. 1-20. doi : 10.4064/am33-1-1. http://geodesic.mathdoc.fr/articles/10.4064/am33-1-1/

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