Estimated confidence procedures for multivariate normal means

DOI10.1016/0378-3758(89)90035-9MaRDI QIDQ1263183zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1989

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(89)90035-9

zbMATH Keywords

multivariateinadmissibilityStein-type estimatorsnormal meansfrequentist validityData dependent estimated confidence coefficientsminimum coverage probabilityquadratic scoringrecentered confidence ellipsoids

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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Cites work

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Cited in

(14)

• Confidence sets and the stein effect
• Improved confidence estimators for Fieller's confidence sets
• Improved confidence set estimators of a multivariate normal mean and generalizations
• Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?
• Shrinkage confidence procedures
• scientific article; zbMATH DE number 1471728 (Why is no real title available?)
• Small Confidence Sets for the Mean of a Spherically Symmetric Distribution
• Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
• Employing vague prior information in the construction of confidence sets
• Estimating a general function of a quadratic function
• Estimation améliorée explicite d'un degré de confiance conditionnel. (Explicit improved confidence statement)
• Brown's paradox in the estimated confidence approach
• scientific article; zbMATH DE number 524363 (Why is no real title available?)
• Optimized recentered confidence spheres for the multivariate normal mean

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