scientific article; zbMATH DE number 788233

MaRDI QIDQ4844344zbMATH OpenFDO

Authors Rudolf Beran

Publication date 19 December 1995

zbMATH Keywords

bootstrap critical valuesconfidence spherescoverage probability errorgeometrical risk criterionrate of convergencesignalStein confidence setsStein estimatortime-serieswhite noise

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Parametric tolerance and confidence regions (62F25) Nonparametric statistical resampling methods (62G09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Asymptotic properties of Stein-type confidence sets -- a U-statistics approach
• Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability
• Small Confidence Sets for the Mean of a Spherically Symmetric Distribution

Cited in

(11)

• Minimax estimation in linear regression under restrictions
• Modulation of estimators and confidence sets.
• A reexamination of stein's antifiducial example
• Asymptotic properties of Stein-type confidence sets -- a U-statistics approach
• Confidence sets and the stein effect
• A class of shrinkage estimators in linear regression
• Stein confidence sets based on non-iterated and iterated parametric bootstraps
• Bootstrap diagnostics and remedies
• Refining Bootstrap Simultaneous Confidence Sets
• Recent developments in bootstrap methodology
• Joint inference based on Stein-type averaging estimators in the linear regression model

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