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Weighted Loss Functions for Set Estimation and Testing Hypotheses
Bayes testing procedure loss function Neyman-Pearson test p-value risk
2009/3/10
From the decision-theoretic viewpoint, using a weighted loss we compare the risks of testing procedures in the location and scale parameter cases. We also get numerically the minimax solution of Bayes...
Confidence Sets in Boundary and Set Estimation
random closed set oriented distance functions set expectation boundaryestimation level set simultaneous confidence interval
2010/3/18
Let p1 ≤ p2 and consider estimating a fixed set {x : p1 ≤ f(x) ≤ p2}
by the random set {x : p1 ≤ b fn(x) ≤ p2}, where b fn is a consistent estimator of
the continuous function f. This paper gives co...