Graph explorer

Shrinkage Confidence Procedures

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.

4 nodes3 linksoverview previewShrinkage Confidence Procedures
4 nodes3 links
Shrinkage Confidence Procedures4 visible / 4 total nodes / 4 links
Co-authorshipAuthorshipAuthorshipTopic signalWShrinkage Confidence Procedurespreprint / 2012AGeorge CasellaResearcherAJ. T. Gene HwangResearcherTMethodology5119 works
PaperSignal 103 links

Shrinkage Confidence Procedures

preprint / 2012

Open