On confidence bands and set estimators for the simple linear model

Walter W. Piegorsch

doi:10.1016/0167-7152(87)90091-5

On confidence bands and set estimators for the simple linear model

Walter W. Piegorsch

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

This paper reviews the duality between confidence bands and (convex) set estimators in a simple linear regression. Applications of this duality are explored. These include the nature of polygonal sets and the development of an algorithm that approximates the coverage probability of smooth confidence band functions.

Original language	English (US)
Pages (from-to)	409-413
Number of pages	5
Journal	Statistics and Probability Letters
Volume	5
Issue number	6
DOIs	https://doi.org/10.1016/0167-7152(87)90091-5
State	Published - Oct 1987
Externally published	Yes

Keywords

coverage probability approximation
linear regression
linear segment confidence bands
simultaneous inference

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(87)90091-5

Cite this

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title = "On confidence bands and set estimators for the simple linear model",

abstract = "This paper reviews the duality between confidence bands and (convex) set estimators in a simple linear regression. Applications of this duality are explored. These include the nature of polygonal sets and the development of an algorithm that approximates the coverage probability of smooth confidence band functions.",

keywords = "coverage probability approximation, linear regression, linear segment confidence bands, simultaneous inference",

author = "Piegorsch, {Walter W.}",

year = "1987",

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AU - Piegorsch, Walter W.

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AB - This paper reviews the duality between confidence bands and (convex) set estimators in a simple linear regression. Applications of this duality are explored. These include the nature of polygonal sets and the development of an algorithm that approximates the coverage probability of smooth confidence band functions.

KW - coverage probability approximation

KW - linear regression

KW - linear segment confidence bands

KW - simultaneous inference

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EP - 413

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 6

ER -

On confidence bands and set estimators for the simple linear model

Abstract

Keywords

ASJC Scopus subject areas

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