Minimum volume confidence regions for a multivariate normal mean vector
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Abstract
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DOI: 10.1111/j.1467-9868.2006.00560.x
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Citations
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Cited by:
- J. T. Gene Hwang & Jing Qiu & Zhigen Zhao, 2009. "Empirical Bayes confidence intervals shrinking both means and variances," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(1), pages 265-285, January.
- Taras Bodnar & Stepan Mazur & Nestor Parolya, 2019.
"Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix‐variate location mixture of normal distributions,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(2), pages 636-660, June.
- Bodnar, Taras & Mazur, Stepan & Parolya, Nestor, 2017. "Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions," Working Papers 2017:5, Örebro University, School of Business.
- Bedbur, S. & Lennartz, J.M. & Kamps, U., 2020. "On minimum volume properties of some confidence regions for multiple multivariate normal means," Statistics & Probability Letters, Elsevier, vol. 158(C).
- Jin Zhang, 2017. "Minimum volume confidence sets for parameters of normal distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 101(3), pages 309-320, July.
- Ahmed, S. Ejaz & Volodin, Andrei I. & Volodin, Igor N., 2009. "High order approximation for the coverage probability by a confident set centered at the positive-part James-Stein estimator," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1823-1828, September.
- Bar, Haim & Wells, Martin T., 2023. "On graphical models and convex geometry," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
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