On an asymptotic relative efficiency concept based on expected volumes of confidence regions
- The paper deals with an asymptotic relative efficiency concept for confidence regions of multidimensional parameters that is based on the expected volumes of the confidence regions. Under standard conditions the asymptotic relative efficiencies of confidence regions are seen to be certain powers of the ratio of the limits of the expected volumes. These limits are explicitly derived for confidence regions associated with certain plugin estimators, likelihood ratio tests and Wald tests. Under regularity conditions, the asymptotic relative efficiency of each of these procedures with respect to each one of its competitors is equal to 1. The results are applied to multivariate normal distributions and multinomial distributions in a fairly general setting.
| Verfasserangaben: | Ludwig Baringhaus, Daniel Gaigall |
|---|---|
| DOI: | https://doi.org/10.1080/02331888.2019.1683560 |
| ISSN: | 1029-4910 |
| Titel des übergeordneten Werkes (Englisch): | Statistics - A Journal of Theoretical and Applied Statistic |
| Verlag: | Taylor & Francis |
| Verlagsort: | London |
| Dokumentart: | Wissenschaftlicher Artikel |
| Sprache: | Englisch |
| Erscheinungsjahr: | 2019 |
| Datum der Erstveröffentlichung: | 05.11.2019 |
| Datum der Publikation (Server): | 16.01.2023 |
| Freies Schlagwort / Tag: | Volume of confidence regions; asymptotic relative efficiency; likelihood ratio test; multinomial distribution; multivariate normal distribution |
| Jahrgang: | 53 |
| Ausgabe / Heft: | 6 |
| Erste Seite: | 1396 |
| Letzte Seite: | 1436 |
| Link: | https://doi.org/10.1080/02331888.2019.1683560 |
| Zugriffsart: | bezahl |
| Fachbereiche und Einrichtungen: | FH Aachen / Fachbereich Medizintechnik und Technomathematik |
| collections: | Verlag / Taylor & Francis |
