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