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

DOI10.1214/aos/1176324715zbMath0839.62028OpenAlexW2004818771MaRDI QIDQ1906218

Anirban DasGupta, Jayanta K. Ghosh, Mei-Mei Zen

Publication date: 23 June 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176324715

zbMATH Keywords

invariant setsMinkowski functionalposterior distributionlevel setsmixture modelpriormultivariate normal meanstar-shaped setlocation vectorinvariant estimationCamp-Meidell inequalityconstruction of explicit confidence setshighest posterior density setsmultivariate \(t\) priorstar unimodal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Inequalities; stochastic orderings (60E15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (8)

Unnamed Item ⋮ Multivariate control charts based on the James-Stein estimator ⋮ Granulometric smoothing ⋮ Bayesian probability boxes in risk assessment ⋮ Estimation of regression contour clusters -- an application of the excess mass approach to regression ⋮ Mathematical properties of the multivariate \(t\) distribution ⋮ Convergence rates in nonparametric estimation of level sets ⋮ Percentage Points of the Multivariate t Distribution

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