Skip to main content

Minimum volume confidence regions for a multivariate normal mean vector

Buy Article:

$43.00 plus tax (Refund Policy)

Summary. 

Since Stein's original proposal in 1962, a series of papers have constructed confidence regions of smaller volume than the standard spheres for the mean vector of a multivariate normal distribution. A general approach to this problem is developed here and used to calculate a lower bound on the attainable volume. Bayes and fiducial methods are involved in the calculation. Scheffé-type problems are used to show that low volume by itself does not guarantee favourable inferential properties.
No References
No Citations
No Supplementary Data
No Article Media
No Metrics

Keywords: Fisher–von Mises distribution; James–Stein estimator; Non-central ; Scheffé intervals

Document Type: Research Article

Affiliations: Stanford University, USA

Publication date: 01 September 2006

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more