Ahmed, S. Ejaz; Kareev, Iskander; Suraphee, Sujitta; Volodin, Andrei; Volodin, Igor Confidence sets based on the positive part James-Stein estimator with the asymptotically constant coverage probability. (English) Zbl 1457.62165 J. Stat. Comput. Simulation 85, No. 12, 2506-2513 (2015). MSC: 62H12 62J07 62F25 62E20 62-08 PDFBibTeX XMLCite \textit{S. E. Ahmed} et al., J. Stat. Comput. Simulation 85, No. 12, 2506--2513 (2015; Zbl 1457.62165) Full Text: DOI
Ahmed, S. E.; Saleh, A. K. Md. E.; Volodin, A. I.; Volodin, I. N. Asymptotic expansion of the coverage probability of James-Stein estimators. (English. Russian original) Zbl 1127.62014 Theory Probab. Appl. 51, No. 4, 683-695 (2007); translation from Teor. Veroyatn. Primen. 51, No. 4, 776-785 (2006). MSC: 62E20 62F12 62J07 62F25 PDFBibTeX XMLCite \textit{S. E. Ahmed} et al., Theory Probab. Appl. 51, No. 4, 683--695 (2007; Zbl 1127.62014); translation from Teor. Veroyatn. Primen. 51, No. 4, 776--785 (2006) Full Text: DOI