Minimax confidence sets for the mean of a multivariate normal distribution

From MaRDI portal
Publication:1838000

DOI10.1214/aos/1176345877zbMath0508.62031OpenAlexW2073262948WikidataQ56083821 ScholiaQ56083821MaRDI QIDQ1838000

George Casella, Jiunn Tzon Hwang

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1214/aos/1176345877



Related Items

Improved confidence set estimators of a multivariate normal mean and generalizations, Minimum volume confidence sets for parameters of normal distributions, Distance weighted losses for testing and confidence set evaluation, High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator, Shrinkage confidence procedures, Improved point and confidence interval estimators of mean response in simulation when control variates are used, Multivariate control charts based on the James-Stein estimator, Employing vague prior information in the construction of confidence sets, Confidence sets and the stein effect, Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection?, Universal domination of stein-type estimators, Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance, Error regions in quantum state tomography: computational complexity caused by geometry of quantum states, Set-induced minimax estimators for a multivariate normal mean., Universal inadmissibility of least squares estimator, Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances, James-Stein confidence set: equal area approach to the global approximation of coverage probability, Expansions of the coverage probabilities of prediction region based on a shrinkage estimator, Improved confidence intervals for the scale parameter of Burr XII model based on record values, A conversation with James O. Berger, Minimax expected measure confidence sets for restricted location parameters, Improved confidence sets for the mean of a multivariate normal distribution, Estimated confidence procedures for multivariate normal means, Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability, Improved confidence sets of spherically symmetric distributions, Stein estimation -- a review, Improved estimation of regression parameters in measurement error models, Bayesian input in Stein estimation and a new minimax empirical Bayes estimator, The global approximations of the coverage probability for a confidence set centered at the positive part James-Stein estimator and their applications, Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case