Improved confidence sets for the mean of a multivariate normal distribution
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Recommendations
- Good exact confidence sets for a multivariate normal mean
- Confidence sets and the stein effect
- Improved confidence set estimators of a multivariate normal mean and generalizations
- Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
- Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance
Cites work
- A robust generalized Bayes estimator and confidence region for a multivariate normal mean
- Confidence sets and the stein effect
- Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
- Estimation of the mean of a multivariate normal distribution
- scientific article; zbMATH DE number 3892377 (Why is no real title available?)
- scientific article; zbMATH DE number 3205757 (Why is no real title available?)
- Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population
- Minimax confidence sets for the mean of a multivariate normal distribution
- On the Admissibility of Invariant Estimators of One or More Location Parameters
- Simultaneous estimation of location parameters under quadratic loss
Cited in
(28)- Improved confidence regions for a mean vector under general conditions
- Improved confidence set estimators of a multivariate normal mean and generalizations
- Confidence sets for a multivariate distribution
- Employing vague prior information in the construction of confidence sets
- Multivariate new better than used in expectation distributions
- Estimated confidence procedures for multivariate normal means
- Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
- Good exact confidence sets for a multivariate normal mean
- Calibrated nonparametric confidence sets
- Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance
- Constructing universal, non-asymptotic confidence sets for intrinsic means on the circle
- Confidence sets of fixed size for multinormal means.
- Improved confidence sets of spherically symmetric distributions
- A new general method for constructing confidence sets in arbitrary dimensions: with applications
- A confidence tube of the mean value of multiple observations in multivariate linear normal multiregression
- On minimum volume properties of some confidence regions for multiple multivariate normal means
- Shrinkage confidence procedures
- Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
- scientific article; zbMATH DE number 410142 (Why is no real title available?)
- scientific article; zbMATH DE number 524363 (Why is no real title available?)
- scientific article; zbMATH DE number 2063711 (Why is no real title available?)
- scientific article; zbMATH DE number 1471728 (Why is no real title available?)
- scientific article; zbMATH DE number 854963 (Why is no real title available?)
- scientific article; zbMATH DE number 3892377 (Why is no real title available?)
- Optimized recentered confidence spheres for the multivariate normal mean
- Small Confidence Sets for the Mean of a Spherically Symmetric Distribution
- Error regions in quantum state tomography: computational complexity caused by geometry of quantum states
- Improved prediction for a multivariate normal distribution with unknown mean and variance
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