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March, 1988 Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion
Peter M. Hooper
Ann. Statist. 16(1): 265-277 (March, 1988). DOI: 10.1214/aos/1176350704

Abstract

Simultaneous confidence regions and simultaneous prediction regions are considered using the expected coverage measure criterion of Naiman. Invariance methods are used to construct minimax procedures in multivariate linear models.

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Peter M. Hooper. "Simultaneous Estimation and Prediction Using the Expected Coverage Measure Criterion." Ann. Statist. 16 (1) 265 - 277, March, 1988. https://doi.org/10.1214/aos/1176350704

Information

Published: March, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0672.62047
MathSciNet: MR924870
Digital Object Identifier: 10.1214/aos/1176350704

Subjects:
Primary: 62F25
Secondary: 62A05, 62C20, 62H99, 62J10, 62J15

Rights: Copyright © 1988 Institute of Mathematical Statistics

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Vol.16 • No. 1 • March, 1988
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