Confidence sets and the stein effect

DOI10.1080/03610928608829234zbMath0604.62027OpenAlexW2050260097MaRDI QIDQ3740811

George Casella, Jiunn Tzon Hwang

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829234

zbMATH Keywords

empirical Bayescoverage probabilitymultivariate normal meanStein effectconfidence ballminimax set estimationStein-type point-estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25)

Related Items (4)

High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator ⋮ An inclusion-consistent solution to the problem of absurd confidence statements: 1. Consistent exact confidence-interval estimation ⋮ Shrinkage estimation in general linear models ⋮ Improved confidence sets for the mean of a multivariate normal distribution

Cites Work

• Conditional properties of statistical procedures for location and scale parameters
• Conditional properties of statistical procedures
• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Minimax confidence sets for the mean of a multivariate normal distribution
• The Conditional Level of the F-Test
• Some Validity Criteria for Statistical Inferences
• Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution
• Bayesian Robustness and the Stein Effect
• Parametric Empirical Bayes Inference: Theory and Applications
• The Conditional Level of Student's $t$ Test

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