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Journal of the American Statistical Association Volume 78, 1983 - Issue 383
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Theory and Method

Empirical Bayes Confidence Sets for the Mean of a Multivariate Normal Distribution

George Casella Cornell University, Ithaca, NY, 14853, USA
&
Jiunn Tzon Hwang Cornell University, Ithaca, NY, 14853, USA
Pages 688-698 | Received 01 Mar 1982, Published online: 12 Mar 2012

References

  • Berger , James O. 1980 . “A Robust Generalized Bayes Estimate and Confidence Region for a Multivariate Normal Mean,” . Annals of Statistics , 8 : 716 – 761 .
  • Birnbaum , Allan . 1955 . “Characterizations of Complete Classes of Tests of Some Multiparametric Hypotheses, with Applications to Likelihood Ratio Tests,” . Annals of Mathematical Statistics , 26 : 21 – 36 .
  • Brown , L. D. 1966 . “On the Admissibility of Invariant Estimators of One or More Location Parameters,” . Annals of Mathematical Statistics , 37 : 1087 – 1136 .
  • Hwang , Jiunn T. and Casella , George . 1982 . “Minimax Confidence Sets for the Mean of a Multivariate Normal Distribution,” . Annals of Statistics , 10 : 868 – 881 .
  • Joshi , V. M. 1967 . “Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population,” . Annals of Mathematical Statistics , 38 : 1868 – 1875 .
  • Joshi , V. M. 1969 . “Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population,” . Annals of Mathematical Statistics , 40 : 1042 – 1067 .
  • Morris , C. N. 1983 . “Parametric Empirical Bayes Confidence Inference: Theory and Applications,” . Journal of the American Statistical Association , 78 : 47 – 55 .
  • Stein , C. 1962 . “Confidence Sets for the Mean of a Multivariate Normal Distribution,” . Journal of the Royal Statistical Society , 24 : 265 – 296 . Ser. B

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