Assessing coverage-probabilities for approximate minimax estimators with respect to interval restrictions

DOI10.1080/00949659408811599zbMath0832.62049OpenAlexW2033759200MaRDI QIDQ4864221

Götz Trenkler, Peter Stahlecker, Bernhard Schipp

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659408811599

zbMATH Keywords

minimax estimatorscoverage probabilitiesa priori informationmultivariate two-sided normal probability integrals

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Statistical tables (62Q05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• The multivariate normal distribution
• Quasi minimax estimation in the linear regression model
• Inequalities for Joint Distributions of Quadratic Forms
• On Biased Estimation in Linear Models