Good exact confidence sets for a multivariate normal mean (Q1374237)

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Good exact confidence sets for a multivariate normal mean
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    Good exact confidence sets for a multivariate normal mean (English)
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    5 March 1998
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    multivariate normal mean
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    volume
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    coverage probability
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    confidence sets
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    James-Stein estimator
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    Stein-type estimator
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    pseudo-empirical-Bayes construction
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