Good exact confidence sets for a multivariate normal mean (Q1374237)
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scientific article; zbMATH DE number 1093145
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Good exact confidence sets for a multivariate normal mean |
scientific article; zbMATH DE number 1093145 |
Statements
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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0.9054954648017884
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0.861556887626648
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0.844417154788971
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0.8387455344200134
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0.8364730477333069
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