Improved confidence sets of spherically symmetric distributions

DOI10.1016/0047-259X(90)90073-QzbMath0681.62041MaRDI QIDQ1823582

George Casella, Christian P. Robert Robert

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(90)90073-q

zbMATH Keywords

spherically symmetric distributions; confidence set; unknown variance; Stein-type estimator; multivariate mean vector; recentered set estimators

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

62C99: Statistical decision theory

Related Items

Small Confidence Sets for the Mean of a Spherically Symmetric Distribution, Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case, Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance, Shrinkage confidence procedures

Cites Work

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• Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
• Minimax confidence sets for the mean of a multivariate normal distribution
• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms