Conditionally acceptable recentered set estimators

DOI10.1214/aos/1176350598zbMath0629.62013OpenAlexW2088949901MaRDI QIDQ1094019

George Casella

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350598

zbMATH Keywords

James-Stein estimatorcoverage probabilitymultivariate normal meanbetting proceduresconditional acceptabilityconfidence sphererecentered confidence setsStein- type estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Statistical decision theory (62C99)

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