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- W2024665235 abstract "Simultaneous confidence bounds for multilinear regression functions over subregions $X$ of Euclidean space are defined to be $mu$-optimal in a class of bounds $C$, if they minimize average width with respect to $mu$ over $X$, among all bounds in $C$ with equal coverage probability. We show that for certain simultaneous confidence bounds we can find a measure $mu$ relative to which the bounds are $mu$-optimal in $C$, where $C$ is a large class of bounds. Such results are obtained for bounds over finite sets, and for bounds for simple linear regression functions over finite intervals." @default.
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- W2024665235 date "1984-12-01" @default.
- W2024665235 modified "2023-09-23" @default.
- W2024665235 title "Average Width Optimality of Simultaneous Confidence Bounds" @default.
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- W2024665235 doi "https://doi.org/10.1214/aos/1176346787" @default.
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