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On confidence bands and set estimators for the simple linear model

Walter W. Piegorsch

Statistics & Probability Letters, 1987, vol. 5, issue 6, 409-413

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.

Keywords: simultaneous; inference; linear; regression; linear; segment; confidence; bands; coverage; probability; approximation (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (1)

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