On an asymptotic relative efficiency concept based on expected volumes of confidence regions
Autor: | Ludwig Baringhaus, Daniel Gaigall |
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Rok vydání: | 2019 |
Předmět: |
Statistics and Probability
05 social sciences Multivariate normal distribution 01 natural sciences 010104 statistics & probability Efficiency Likelihood-ratio test 0502 economics and business Statistics High Energy Physics::Experiment Multinomial distribution 0101 mathematics Statistics Probability and Uncertainty 050205 econometrics Mathematics |
Zdroj: | Statistics. 53:1396-1436 |
ISSN: | 1029-4910 0233-1888 |
DOI: | 10.1080/02331888.2019.1683560 |
Popis: | The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under s... |
Databáze: | OpenAIRE |
Externí odkaz: | |
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