Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case (Q1318991)

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Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
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    Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case (English)
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    2 June 1994
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    confidence set
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    James-Stein point estimator
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    \(F\) confidence set
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    linear model
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    unknown variance
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    shrinkage factor
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    coverage probabilities
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    degrees of freedom
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    numerical studies
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    residuals
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