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February 2012 Shrinkage Confidence Procedures
George Casella, J. T. Gene Hwang
Statist. Sci. 27(1): 51-60 (February 2012). DOI: 10.1214/10-STS319

Abstract

The possibility of improving on the usual multivariate normal confidence was first discussed in Stein (1962). Using the ideas of shrinkage, through Bayesian and empirical Bayesian arguments, domination results, both analytic and numerical, have been obtained. Here we trace some of the developments in confidence set estimation.

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George Casella. J. T. Gene Hwang. "Shrinkage Confidence Procedures." Statist. Sci. 27 (1) 51 - 60, February 2012. https://doi.org/10.1214/10-STS319

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Published: February 2012
First available in Project Euclid: 14 March 2012

zbMATH: 1330.62283
MathSciNet: MR2953495
Digital Object Identifier: 10.1214/10-STS319

Rights: Copyright © 2012 Institute of Mathematical Statistics

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Vol.27 • No. 1 • February 2012
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