SCOPUS 정보 검색 플랫폼

Volumn 64, Issue 2, 1998, Pages 118-130

Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance

Author keywords

Confidence set, coverage probability, asymptotic expansion, shrinkage estimator, and multivariate normal distribution

Indexed keywords

EID: 0039496985 PISSN: 0047259X EISSN: None Source Type: Journal
DOI: 10.1006/jmva.1997.1716 Document Type: Article

Times cited : (3)

References (5)

1
- 0000488448
- Minimax confidence sets for the mean of a multivariate normal distribution
- Hwang J. T., Casella G. Minimax confidence sets for the mean of a multivariate normal distribution. Ann. Statist. 10:1982;868-881.
- (1982) Ann. Statist. , vol.10 , pp. 868-881
- Hwang, J.T.¹ Casella, G.²

2
- 0001870139
- Improved set estimators for a multivariate normal mean
- Hwang J. T., Casella G. Improved set estimators for a multivariate normal mean. Statist. Decisions Suppl. 1:1984;3-16.
- (1984) Statist. Decisions Suppl. , vol.1 , pp. 3-16
- Hwang, J.T.¹ Casella, G.²

3
- 38149145563
- Confidence sets centered at James-Stein estimators
- Hwang J. T., Ullah A. Confidence sets centered at James-Stein estimators. J. Econometrics. 60:1994;145-156.
- (1994) J. Econometrics , vol.60 , pp. 145-156
- Hwang, J.T.¹ Ullah, A.²

4
- 0011421778
- Inadmissibility of the usual confidence sets for the mean of a multivariate normal population
- Joshi V. M. Inadmissibility of the usual confidence sets for the mean of a multivariate normal population. Ann. Math. Statist. 47:1967;1868-1875.
- (1967) Ann. Math. Statist. , vol.47 , pp. 1868-1875
- Joshi, V.M.¹

5
- 38249020963
- Improved confidence sets for spherically symmetric distributions
- Robert C., Casella G. Improved confidence sets for spherically symmetric distributions. J. Multivariate Anal. 32:1990;84-94.
- (1990) J. Multivariate Anal. , vol.32 , pp. 84-94
- Robert, C.¹ Casella, G.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.