Small Confidence Sets for the Mean of a Spherically Symmetric Distribution (Q5313455)

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scientific article; zbMATH DE number 2201021
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Small Confidence Sets for the Mean of a Spherically Symmetric Distribution
scientific article; zbMATH DE number 2201021

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    Small Confidence Sets for the Mean of a Spherically Symmetric Distribution (English)
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    1 September 2005
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    conditional properties
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    coverage probability
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    location parameter
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    multivariate normal distribution
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    bootstrap
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    Stein estimator
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    volume
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