The robustness of Stein's two-stage procedure
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Publication:796203
DOI10.1214/aos/1176346338zbMath0543.62029OpenAlexW1559378336MaRDI QIDQ796203
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346338
Monte Carlo studycoverage probabilitiespivotal quantityASNcriterion robustnessEdgeworth series modelestimating a normal meangamma populationnon-normal populationsStein's proceduretwo stage confidence interval procedure
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