Confidence sets based on the positive part James–Stein estimator with the asymptotically constant coverage probability

DOI10.1080/00949655.2014.933223zbMath1457.62165OpenAlexW1980718017MaRDI QIDQ5220885

Iskander Kareev, Sujitta Suraphee, Andrei I. Volodin, S. Ejaz Ahmed, Igor N. Volodin

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.933223

zbMATH Keywords

coverage probabilityconfidence setsmultivariate normal distributionasymptotical expansionspositive part James-Stein estimatorsecond-order asymptotic

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)

Related Items

Double shrunken selection operator, The global approximations of the coverage probability for a confidence set centered at the positive part James-Stein estimator and their applications

Cites Work

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