A note on confidence sequences in multiparameter exponential families

Attila Csenki

Journal of Multivariate Analysis, 1979, vol. 9, issue 2, 337-340

Abstract: In a paper by Lai [(1976) Ann. Statist. 4] a construction of sequences of confidence intervals for one-parameter exponential families is given, where the intersection of these intervals contains the true parameter value [theta]0 with a prescribed level of confidence and the respective interval bounds tend a.s. to [theta]0. In this paper an analogous result for multiparameter exponential families is proved. More presicely, sequences of convex confidence sets are obtained which shrink to the actual parameter value.

Keywords: Confidence; sequences; likelihood; ratio; martingales (search for similar items in EconPapers)
Date: 1979
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(79)90091-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:9:y:1979:i:2:p:337-340

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().