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Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case

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  • Hannes Leeb
  • Paul Kabaila

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  • Hannes Leeb & Paul Kabaila, 2017. "Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 801-813, June.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:3:p:801-813
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    File URL: http://hdl.handle.net/10.1111/rssb.12186
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    References listed on IDEAS

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    1. Athreya, K. B., 1986. "Another conjugate family for the normal distribution," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 61-64, March.
    2. Casella, George & Hwang, Jiunn Tzon, 1987. "Employing vague prior information in the construction of confidence sets," Journal of Multivariate Analysis, Elsevier, vol. 21(1), pages 79-104, February.
    3. Richard Samworth, 2005. "Small confidence sets for the mean of a spherically symmetric distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(3), pages 343-361, June.
    4. Robert, Christian & Casella, George, 1990. "Improved confidence sets for spherically symmetric distributions," Journal of Multivariate Analysis, Elsevier, vol. 32(1), pages 84-94, January.
    5. Donald W. K. Andrews & Patrik Guggenberger, 2009. "Hybrid and Size-Corrected Subsampling Methods," Econometrica, Econometric Society, vol. 77(3), pages 721-762, May.
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    Cited by:

    1. Boot, Tom, 2023. "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1542-1563.

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