Improved confidence set estimators of a multivariate normal mean and generalizations

zbMath0593.62046MaRDI QIDQ1076453

Fanny Ki, Kam-Wah Tsui

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

James-Stein estimatormeanmaximum likelihood estimatordominancesufficient conditionscoverage probabilitiesspherically symmetric distributiondouble exponential distributionBaranchik estimatorconfidence set estimatorp-variate normalp-variate t

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (1)

Universal domination of stein-type estimators

Cites Work

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• Minimax confidence sets for the mean of a multivariate normal distribution
• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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