Expansions of the coverage probabilities of prediction region based on a shrinkage estimator (Q4663083)
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scientific article; zbMATH DE number 2150507
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| English | Expansions of the coverage probabilities of prediction region based on a shrinkage estimator |
scientific article; zbMATH DE number 2150507 |
Statements
Expansions of the coverage probabilities of prediction region based on a shrinkage estimator (English)
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30 March 2005
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asymptotic expansion
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Malliavin calculus
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prediction region
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inadmissibility
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0.7562453150749207
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0.7465707659721375
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0.738426685333252
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0.7366646528244019
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0.7291046977043152
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