MathSciNet bibliographic data MR913561 (88k:62058) 62F25 Gleser, Leon Jay; Hwang, Jiunn T. The nonexistence of $100(1-\alpha)\%$$100(1-\alpha)\%$ confidence sets of finite expected diameter in errors-in-variables and related models. Ann. Statist. 15 (1987), no. 4, 1351–1362. Article

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