Journal
ELECTRONIC JOURNAL OF STATISTICS
Volume 4, Issue -, Pages 300-312Publisher
INST MATHEMATICAL STATISTICS
DOI: 10.1214/10-EJS563
Keywords
Admissibility; compromise decision theory; confidence interval; decision theory
Categories
Ask authors/readers for more resources
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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
