Empirical Bayes confidence sets for the mean of a multivariate normal distribution

Casella, George, Hwang, Jiunn Tzon . Journal of the American Statistical Association 1983. 78 :688-698

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Bibtex

@article{CIS-51028,
  Author = {Casella, George and Hwang, Jiunn Tzon},
  Title = {Empirical Bayes confidence sets for the mean of a multivariate normal distribution},
  Journal = {Journal of the American Statistical Association},
  Volume = {78},
  Year = {1983},
  Pages = {688--698},
  Keywords = {Stein estimator}
}

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