Gh. Pan, CONFIDENCE SUBSET CONTAINING THE UNKNOWN PEAKS OF AN UMBRELLA ORDERING, Journal of the American Statistical Association, 92(437), 1997, pp. 307-314
Umbrella ordering has received considerable attention in the statistic
al Literature during the past 15 years. However, there is still no sol
ution to the important problem of estimating the unknown peaks of an u
mbrella ordering. This article discusses confidence estimation of the
unknown peaks. A random subset of all of the treatments that contains
the unknown peaks of an umbrella ordering with any prespecified confid
ence level is considered. The proposed order-restricted confidence sub
set theory explicitly utilizes the order information and has several a
dvantages for umbrella orderings over the usual subset selection theor
y. The utility and general applicability of the proposed method is sho
wn by its applications in various experimental designs, assuming norma
l or other location-scale distributions with known or unknown variance
s. Examples based on real data are provided.