Asymptotic analysis of minimum volume confidence regions for location-scale families
Tom 33 / 2006
Applicationes Mathematicae 33 (2006), 1-20
MSC: 62F25, 62F12.
DOI: 10.4064/am33-1-1
Streszczenie
An asymptotic analysis, when the sample size $n$ tends to infinity, of the optimal confidence region established in Czarnowska and Nagaev (2001) is considered. As a result, two confidence regions, both close to the optimal one when $n$ is sufficiently large, are suggested with a mild assumption on the distribution of a location-scale family.
