Abstract
We consider the problem of set estimation of a parameter θ based on an observation X, with the goal of simultaneous control of the noncoverage probability and expected size of the estimating set. Several notions of being Bayes for set estimates are studied, and their relationship to a natural notion of admissibility for confidence procedures is investigated. © 1985 Taylor & Francis Group, LLC.
Original language | English (US) |
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Pages (from-to) | 465-471 |
Number of pages | 7 |
Journal | Journal of the American Statistical Association |
Volume | 80 |
Issue number | 390 |
DOIs | |
State | Published - 1985 |
Keywords
- Admissibility
- Bayes
- Credible region
- Expected estimating set size
- Noncoverage probability
- Set estimation