Confidence sets and the stein effect
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Recommendations
- Estimated confidence procedures for multivariate normal means
- Improved confidence set estimators of a multivariate normal mean and generalizations
- scientific article; zbMATH DE number 788233
- James-Stein type confidence ellipsoid and its coverage probability
- Improved confidence sets of spherically symmetric distributions
Cites work
- A robust generalized Bayes estimator and confidence region for a multivariate normal mean
- Bayesian Robustness and the Stein Effect
- Conditional properties of statistical procedures
- Conditional properties of statistical procedures for location and scale parameters
- Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
- Minimax confidence sets for the mean of a multivariate normal distribution
- Parametric Empirical Bayes Inference: Theory and Applications
- Some Validity Criteria for Statistical Inferences
- The Conditional Level of Student's t Test
- The Conditional Level of the F-Test
Cited in
(30)- Improved confidence set estimators of a multivariate normal mean and generalizations
- Employing vague prior information in the construction of confidence sets
- Diameter and volume minimizing confidence sets in Bayes and classical problems
- Estimated confidence procedures for multivariate normal means
- A new criterion of confidence set estimation: improvement of the Neyman shortness.
- Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
- Good exact confidence sets for a multivariate normal mean
- Improved confidence estimators for confidence sets of location parameters
- Confidence sets centered at \(C_ p\)-estimators
- Confidence balls in Gaussian regression.
- A new general method for constructing confidence sets in arbitrary dimensions: with applications
- Reversing the Stein effect
- scientific article; zbMATH DE number 434678 (Why is no real title available?)
- A reexamination of stein's antifiducial example
- Asymptotic properties of Stein-type confidence sets -- a U-statistics approach
- An inclusion-consistent solution to the problem of absurd confidence statements: 1. Consistent exact confidence-interval estimation
- scientific article; zbMATH DE number 410142 (Why is no real title available?)
- scientific article; zbMATH DE number 1471728 (Why is no real title available?)
- scientific article; zbMATH DE number 775730 (Why is no real title available?)
- scientific article; zbMATH DE number 788233 (Why is no real title available?)
- scientific article; zbMATH DE number 788247 (Why is no real title available?)
- Small Confidence Sets for the Mean of a Spherically Symmetric Distribution
- Stein confidence sets based on non-iterated and iterated parametric bootstraps
- Effects of the reference set on frequentist inferences
- Small sample performance of jackknife confidence intervals for the james-stein estimator
- Improved confidence sets for the mean of a multivariate normal distribution
- Non-negative Gaussian estimation of variance components in random effects models
- Invariant confidence sets with smallest expected measure
- High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
- Shrinkage estimation in general linear models
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