Asymptotic Expansion of the Coverage Probability of James–Stein Estimators

DOI10.1137/S0040585X97982712zbMath1127.62014OpenAlexW2081187106MaRDI QIDQ5440000

Andrei I. Volodin, A. K. Md. Ehsanes Saleh, Igor N. Volodin, S. Ejaz Ahmed

Publication date: 30 January 2008

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97982712

zbMATH Keywords

confidence setsmultivariate normal distributionStein estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20)

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