Estimated confidence procedures for multivariate normal means

DOI10.1016/0378-3758(89)90035-9zbMath0687.62022OpenAlexW2024984510MaRDI QIDQ1263183

K. Appert

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90035-9

zbMATH Keywords

normal meansinadmissibilitymultivariateStein-type estimatorsfrequentist validityData dependent estimated confidence coefficientsminimum coverage probabilityquadratic scoringrecentered confidence ellipsoids

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Admissibility in statistical decision theory (62C15)

Related Items (7)

Small Confidence Sets for the Mean of a Spherically Symmetric Distribution ⋮ Admissibility in quadratically regular problems and recurrence of symmetric Markov chains: Why the connection? ⋮ Estimation améliorée explicite d'un degré de confiance conditionnel. (Explicit improved confidence statement) ⋮ Brown's paradox in the estimated confidence approach ⋮ Estimating a general function of a quadratic function ⋮ Improved confidence estimators for Fieller's confidence sets ⋮ Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case

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