Statistics – Methodology
Scientific paper
2012-03-22
Statistical Science 2012, Vol. 27, No. 1, 51-60
Statistics
Methodology
Published in at http://dx.doi.org/10.1214/10-STS319 the Statistical Science (http://www.imstat.org/sts/) by the Institute of M
Scientific paper
10.1214/10-STS319
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.
Casella George
Gene Hwang J. T.
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