James-Stein confidence set: equal area approach to the global approximation of coverage probability (Q694461)

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James-Stein confidence set: equal area approach to the global approximation of coverage probability
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    James-Stein confidence set: equal area approach to the global approximation of coverage probability (English)
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    12 December 2012
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    confidence set
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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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    asymptotic expansion
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