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Minimax confidence sets for the mean of a multivariate normal distribution - MaRDI portal

Minimax confidence sets for the mean of a multivariate normal distribution (Q1838000)

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scientific article; zbMATH DE number 3802653
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Minimax confidence sets for the mean of a multivariate normal distribution
scientific article; zbMATH DE number 3802653

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    Minimax confidence sets for the mean of a multivariate normal distribution (English)
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    1982
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    confidence sets
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    multivariate normal distribution
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    James Stein estimator
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    coverage probability
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