Improved confidence sets for the mean of a multivariate normal distribution (Q582761)

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Improved confidence sets for the mean of a multivariate normal distribution
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    Improved confidence sets for the mean of a multivariate normal distribution (English)
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    1989
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    Stein-type estimator
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    uniform improvement
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    new class of confidence sets
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    mean of p-variate normal distributions
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    coverage probabilities
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