Abstract
The results of this chapter refer to real-valued functionals. Section 8.1 introduces the concept of a randomized confidence bound and suggests that the quality of such confidence procedures, defined in terms of covering probabilities, can be equivalently expressed by the concentration of the confidence bound. Results on the concentration of confidence bounds can be applied in particular to the concentration of estimators.
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© 1985 Springer-Verlag Berlin Heidelberg
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Pfanzagl, J. (1985). Asymptotic Bounds for the Performance of Confidence Procedures and Estimators. In: Asymptotic Expansions for General Statistical Models. Lecture Notes in Statistics, vol 31. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-6479-9_9
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DOI: https://doi.org/10.1007/978-1-4615-6479-9_9
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96221-4
Online ISBN: 978-1-4615-6479-9
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