Shrinkage confidence intervals for the normal mean: Using a guess for greater efficiency

DOI10.1002/CJS.5550360409zbMath1166.62016OpenAlexW2079480207MaRDI QIDQ3626381

R. Willink

Publication date: 22 May 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550360409

zbMATH Keywords

efficiencyinformationshrinkage estimatorinterval estimationconfidence coefficient

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10)

Related Items (4)

A prior-free framework of coherent inference and its derivation of simple shrinkage estimators ⋮ A class of general pretest estimators for the univariate normal mean ⋮ Shrinkage estimation of effect sizes as an alternative to hypothesis testing followed by estimation in high-dimensional biology: applications to differential gene expression ⋮ Stein-type estimation using ranked set sampling

Cites Work

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• Bootstrap confidence bands for shrinkage estimators
• Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance
• Set-induced minimax estimators for a multivariate normal mean.
• A bivariate noncentral T-disttrtoution with applications
• A special case of a bivariate non-central t-distribution
• Estimation of the Mean by Shrinkage to a Point

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