Work

Shrinkage Confidence Procedures

Year: 2012

Type: article

Abstract: 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.

Source: Statistical Science

DOI: 10.1214/10-sts319

Authors: George Casella, J. T. Gene Hwang

Institutions: Cornell University, University of Florida, National Cheng Kung University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

Funder: National Science Foundation

Awards: Collaborative Research: Adaptive Nonparametric Markov Chain Monte Carlo Algorithms for Social Data Models with Nonparametric Priors, Collaborative Research: Adaptive Nonparametric Markov Chain Monte Carlo Algorithms for Social Data Models with Nonparametric Priors