Minimax confidence sets for the mean of a multivariate normal distribution

DOI10.1214/AOS/1176345877zbMath0508.62031OpenAlexW2073262948WikidataQ56083821 ScholiaQ56083821MaRDI QIDQ1838000

George Casella, Jiunn Tzon Hwang

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345877

zbMATH Keywords

coverage probabilityconfidence setsmultivariate normal distributionJames Stein estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Minimax procedures in statistical decision theory (62C20)

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