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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| English | Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability |
scientific article; zbMATH DE number 7183211 |
Statements
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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0.94603664
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0.9395064
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0.92614233
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0.90380985
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0.90063524
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0.89495873
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0.88190794
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