Good exact confidence sets for a multivariate normal mean

Annals of Statistics

Volumn 25, Issue 5, 1997, Pages 2228-2258

  Tseng, Yu Ling ^a   Brown, Lawrence D ^b  

^a INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Confidence sets; Coverage probability; James Stein estimator; Multivariate normal mean; Pseudo empirical bayes construction; Stein type estimator; Volume

Indexed keywords

EID: 0031491042     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362396     Document Type: Article

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