Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance

DOI10.1006/jmva.1997.1716zbMath0895.62040OpenAlexW1990429590MaRDI QIDQ1383916

Yoshikazu Takada

Publication date: 20 September 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1716

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Statistical decision theory (62C99)

Related Items (3)

Expansions of the coverage probabilities of prediction region based on a shrinkage estimator ⋮ Shrinkage confidence intervals for the normal mean: Using a guess for greater efficiency ⋮ Stein estimation -- a review

Cites Work

• Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
• Improved confidence sets of spherically symmetric distributions
• Minimax confidence sets for the mean of a multivariate normal distribution
• Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population
• Unnamed Item

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