Confidence sets in the form of balls of fixed or scaled radius with respect to an arbitrary pseudometric are considered. Easily computable lower bounds for the radius of these confidence sets are derived. As by-products, bounds for the minimax risk are given and a method of deriving multiple decision procedures from point estimators is obtained.
"On Fixed or Scaled Radii Confidence Sets: The Fixed Sample Size Case." Ann. Statist. 5 (1) 65 - 78, January, 1977. https://doi.org/10.1214/aos/1176343740