Abstract Details
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Activity Number:
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698
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Type:
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Contributed
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Date/Time:
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Thursday, August 8, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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SSC
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| Abstract - #308708 |
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Title:
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Average Width Optimality of Simultaneous Confidence Bands in Simple Linear Regression
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Author(s):
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Jianan Peng*+
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Companies:
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Acadia University
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Keywords:
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Simultaneous Confidence Band ;
Simple linear regression ;
Average width criterion ;
Minimum area confidence set
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Abstract:
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A simultaneous confidence band provides useful information on the plausible range of an unknown regression model. The optimality criteria for confidence bands include the average width criterion and the minimum area confidence set (MACS). Liu and Ah-Kine (2010) introduced two families of exact confidence bands for simple linear regression, which include the hyperbolic and three-segment bands as special cases. They found the best confidence band within each family under the MACS criterion. In this paper, we will find the best confidence band within each family under the average width criterion.
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Authors who are presenting talks have a * after their name.
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