Improved confidence sets for the mean of a multivariate normal distribution

DOI10.1007/BF00049400zbMath0691.62038MaRDI QIDQ582761

Nobuo Shinozaki

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

coverage probabilitiesStein-type estimatoruniform improvementmean of p-variate normal distributionsnew class of confidence sets

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25)

Related Items (5)

Shrinkage confidence procedures ⋮ Small Confidence Sets for the Mean of a Spherically Symmetric Distribution ⋮ Error regions in quantum state tomography: computational complexity caused by geometry of quantum states ⋮ On minimum volume properties of some confidence regions for multiple multivariate normal means ⋮ Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case

Cites Work

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• Simultaneous estimation of location parameters under quadratic loss
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Estimation of the mean of a multivariate normal distribution
• Minimax confidence sets for the mean of a multivariate normal distribution
• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• Confidence sets and the stein effect
• Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population
• On the Admissibility of Invariant Estimators of One or More Location Parameters

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