High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator
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Publication:840802
DOI10.1016/j.spl.2009.05.009zbMath1169.62007OpenAlexW1964553271MaRDI QIDQ840802
Igor N. Volodin, Andrei I. Volodin, S. Ejaz Ahmed
Publication date: 14 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.05.009
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)
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