On an asymptotic theory of conditional and unconditional coverage probabilities of empirical Bayes confidence intervals

Datta, Gauri Sankar, Ghosh, Malay, Smith, David Daniel, Lahiri, Parthasarathi . Scandinavian Journal of Statistics 2002. 29 (1) :139-152

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Bibtex

@article{CIS-182113,
  Author = {Datta, Gauri Sankar and Ghosh, Malay and Smith, David Daniel and Lahiri, Parthasarathi},
  Title = {On an asymptotic theory of conditional and unconditional coverage probabilities of empirical Bayes confidence intervals},
  Journal = {Scandinavian Journal of Statistics},
  Volume = {29},
  Number = {1},
  Year = {2002},
  Pages = {139--152},
  Keywords = {Calibration, Bias correction, Ancillary statistic}
}

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