Admissible and Optimal Confidence Bands in Simple Linear Regression
A framework is presented for deciding among functional forms when constructing confidence bands in simple linear regression. Using the concept of tautness, definitions of admissibility and completeness are developed. These lead to a characterization of a minimal complete class of band forms. A type of average width optimality within this class is briefly discussed.
Permanent link to this document: http://projecteuclid.org/euclid.aos/1176349558
Digital Object Identifier: doi:10.1214/aos/1176349558
Mathematical Reviews number (MathSciNet): MR790576
Zentralblatt MATH identifier: 0624.62013