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A new general method for constructing confidence sets in arbitrary dimensions: with applications - MaRDI portal

A new general method for constructing confidence sets in arbitrary dimensions: with applications (Q1906218)

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scientific article; zbMATH DE number 843023
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A new general method for constructing confidence sets in arbitrary dimensions: with applications
scientific article; zbMATH DE number 843023

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    A new general method for constructing confidence sets in arbitrary dimensions: with applications (English)
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    23 June 1996
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    multivariate \(t\) prior
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    invariant sets
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    prior
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    highest posterior density sets
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    star unimodal distribution
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    star-shaped set
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    Camp-Meidell inequality
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    Minkowski functional
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    multivariate normal mean
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    invariant estimation
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    location vector
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    mixture model
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    posterior distribution
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    construction of explicit confidence sets
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    level sets
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