On confidence bands and set estimators for the simple linear model

Research output: Contribution to journalArticle

6 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 languageEnglish (US)
Pages (from-to)409-413
Number of pages5
JournalStatistics and Probability Letters
Volume5
Issue number6
DOIs
StatePublished - Oct 1987
Externally publishedYes

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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