Confidence sets and the stein effect

DOI10.1080/03610928608829234zbMath0604.62027MaRDI QIDQ3740811

George Casella, Jiunn Tzon Hwang

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829234

zbMATH Keywords

empirical Bayes; coverage probability; multivariate normal mean; Stein effect; confidence ball; minimax set estimation; Stein-type point-estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

Related Items

Improved confidence sets for the mean of a multivariate normal distribution, High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator, Shrinkage estimation in general linear models, An inclusion-consistent solution to the problem of absurd confidence statements: 1. Consistent exact confidence-interval estimation

Cites Work

• Conditional properties of statistical procedures for location and scale parameters
• Conditional properties of statistical procedures
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Minimax confidence sets for the mean of a multivariate normal distribution
• The Conditional Level of the F-Test
• Some Validity Criteria for Statistical Inferences
• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• Bayesian Robustness and the Stein Effect
• Parametric Empirical Bayes Inference: Theory and Applications
• The Conditional Level of Student's $t$ Test