scientific article; zbMATH DE number 3892377
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Publication:5185837
zbMath0559.62031MaRDI QIDQ5185837
Jiunn Tzon Hwang, George Casella
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dominationconfidence setmultivariate normal meanpositive-part James-Stein estimatorspherical confidence region
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)
Related Items (12)
High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator ⋮ Shrinkage confidence procedures ⋮ Employing vague prior information in the construction of confidence sets ⋮ Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection? ⋮ Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance ⋮ Improved set estimators for the coefficients of a linear model when the error distribution is spherically symmetric with unknown variances ⋮ Improved confidence sets for the mean of a multivariate normal distribution ⋮ Estimated confidence procedures for multivariate normal means ⋮ Improved confidence sets of spherically symmetric distributions ⋮ Stein estimation -- a review ⋮ Improved estimation of regression parameters in measurement error models ⋮ The global approximations of the coverage probability for a confidence set centered at the positive part James-Stein estimator and their applications
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