On an asymptotic relative efficiency concept based on expected volumes of confidence regions
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DOI: 10.1080/02331888.2019.1683560
Abstract: ABSTRACT 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… read more here.
Keywords: relative efficiency; asymptotic relative; expected volumes; confidence regions ... See more keywords