Confidence intervals for intentionally biased estimators
研究了三种以故意有偏估计量为中心的置信区间，相比无偏估计量，在置信水平高于91.7%时覆盖概率更高，且计算简单，适用于多个领域。
.We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator’s standard error; compared to centering at the unbiased estimator, this CI has higher coverage probability for confidence levels above 91. 7%, even if the biased and unbiased estimators have equal mean squared error. The second CI trades some of this “excess” coverage for shorter length. The third CI is centered at a convex combination of the two estimators to further reduce length. Practically, these CIs apply broadly and are simple to compute.