Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector

DOI10.1111/J.1467-9868.2006.00560.XzbMATH Open1110.62077OpenAlexW2094444516MaRDI QIDQ3408553FDOQ3408553

Bradley Efron

Publication date: 14 November 2006

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2006.00560.x

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zbMATH Keywords

James-Stein estimatorFisher-von Mises distributionnon-central chiScheffe intervals

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

Cites Work

• Alternative Models for the Analysis of Variance
• Data Analysis Using Stein's Estimator and its Generalizations
• Title not available (Why is that?)
• Good exact confidence sets for a multivariate normal mean

Cited In (13)

• Minimum volume confidence regions
• Minimum volume confidence sets for parameters of normal distributions
• Shrinkage confidence procedures
• On minimum volume properties of some confidence regions for multiple multivariate normal means
• Fiducial theory and optimal inference
• Empirical Bayes Confidence Intervals Shrinking Both Means and Variances
• On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory
• High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
• Confidence distributions: a review
• Higher order moments of the estimated tangency portfolio weights
• Restricted minimum volume confidence region for Pareto distribution
• Minimum-volume confidence sets for normal linear regression models
• Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality

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