The third order approximation for the coverage probability of a confidence set centered at the positive part James-Stein estimator (Q4553423)
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scientific article; zbMATH DE number 6971061
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| English | The third order approximation for the coverage probability of a confidence set centered at the positive part James-Stein estimator |
scientific article; zbMATH DE number 6971061 |
Statements
2 November 2018
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confidence sets
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positive part James-Stein estimator
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multivariate normal distribution
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coverage probability
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asymptotic expansions
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third-order asymptotic
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0.9458268880844116
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0.8832231760025024
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0.8788424134254456
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0.8714813590049744
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