Small confidence sets for the mean of a spherically symmetric distribution

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 67, Issue 3, 2005, Pages 343-361

  Samworth, Richard ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Conditional properties; Confidence sets; Coverage probability; Location parameter; Multivariate normal distribution; Parametric bootstrap; Spherically symmetric distribution; Stein estimator; Volume

Indexed keywords

EID: 20744448988     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2005.00505.x     Document Type: Article

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