Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints

We discuss in this paper Scheffe's method for constructing simultaneous confidence intervals which hold for all linear combinations of the parameters subject to the weight vector being restricted to a convex cone.

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Year of publication:	2003
Authors:	Shapiro, Alexander
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 4, p. 403-406
Publisher:	Elsevier
Keywords:	Scheffe's method Confidence intervals Confidence band Chi-bar-squared distributions Cone constraints

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223098