High order approximation for the coverage probability by a confident set centered at the positive-part James–Stein estimator

Author:

Ahmed S. Ejaz,Volodin Andrei I.,Volodin Igor N.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. Asymptotic expansion of the coverage probability of James–Stein estimators;Ahmed;Theory Probab. Appl.,2006

2. A robust generalized Bayes estimator and confidence region for a multivariate normal mean;Berger;Ann. Statist.,1980

3. Confidence sets and the Stein effect;Casella;Comm. Statist. Theory Methods,1984

4. Minimum volume confidence regions for a multivariate normal mean vector;Efron;J. R. Stat. Soc. Ser. B Stat. Methodol.,2006

5. James, W., Stein, C., 1961. Estimation with quadratic loss. In: Proc. Fourth Berkeley Symp. Math. Statist. Probab., vol. 1, pp. 361–380

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