Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector

DOI10.1111/J.1467-9868.2006.00560.XMaRDI QIDQ3408553zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 4082726 (Why is no real title available?)
• Alternative Models for the Analysis of Variance
• Data Analysis Using Stein's Estimator and its Generalizations
• Good exact confidence sets for a multivariate normal mean

Cited in

(17)

• Universal domination and stochastic domination -- an improved lower bound for the dimensionality
• Minimum volume confidence regions
• Improved confidence regions for a mean vector under general conditions
• Minimum volume confidence sets for parameters of normal distributions
• Simultaneous confidence regions for multivariate bioequivalence
• 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
• Minimum-area confidence sets for a normal distribution
• 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
• On an asymptotic relative efficiency concept based on expected volumes of confidence regions

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