Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance
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Publication:1383916
DOI10.1006/jmva.1997.1716zbMath0895.62040OpenAlexW1990429590MaRDI QIDQ1383916
Publication date: 20 September 1998
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1716
Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Statistical decision theory (62C99)
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Cites Work
- Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
- Improved confidence sets of spherically symmetric distributions
- Minimax confidence sets for the mean of a multivariate normal distribution
- Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population
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