Optimized recentered confidence spheres for the multivariate normal mean

DOI10.1214/17-EJS1272zbMath1362.62058arXiv1407.6800OpenAlexW2963443006MaRDI QIDQ527097

Waruni Abeysekera, Paul V. Kabaila

Publication date: 16 May 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6800

zbMATH Keywords

confidence setmultivariate normal meanrecentered confidence sphereuncertain prior information

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12)

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Computation of the expected value of a function of a chi-distributed random variable ⋮ On minimum volume properties of some confidence regions for multiple multivariate normal means

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