Shrinkage Confidence Procedures
Shrinkage Confidence Procedures
复制标题
收缩置信度程序
DOI：
10.1214/10-sts319
复制
发表时间：
2012
影响因子：
5.7
通讯作者：
J. T. Hwang
中科院分区：
文献类型：
--
作者：
G. Casella;J. T. Hwang
Stein(1962)首先讨论了改进通常的多元正态置信度的可能性。利用收缩的思想，通过贝叶斯论证和经验贝叶斯论证，得到了解析和数值的支配结果。在这里，我们回顾了置信度估计的一些发展。
The possibility of improving on the usual multivariate normal confidence was first discussed in Stein (1962). Using the ideas of shrink- age, through Bayesian and empirical Bayesian arguments, domination re- sults, both analytic and numerical, have been obtained. Here we trace some of the developments in confidence set estimation.