James-Stein confidence set: equal area approach to the global approximation of coverage probability (Q694461)
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scientific article; zbMATH DE number 6115206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | James-Stein confidence set: equal area approach to the global approximation of coverage probability |
scientific article; zbMATH DE number 6115206 |
Statements
James-Stein confidence set: equal area approach to the global approximation of coverage probability (English)
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12 December 2012
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confidence set
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positive-part James-Stein estimator
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multivariate normal distribution
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coverage probability
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asymptotic expansion
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