Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution

DOI10.2307/2288139zbMath0562.62031OpenAlexW4231570398MaRDI QIDQ3675333

Jiunn Tzon Hwang, George Casella

Publication date: 1983

Full work available at URL: https://hdl.handle.net/1813/32869

zbMATH Keywords

empirical Bayesmeancoverage probabilitymultivariate normal distributionconfidence setStein estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

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