Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability (Q5220885)

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scientific article; zbMATH DE number 7183211
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Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability
scientific article; zbMATH DE number 7183211

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    Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability (English)
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    27 March 2020
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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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    asymptotical expansions
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    second-order asymptotic
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