The theory of Bayesian least squares is developed for a general and more tangible notion of conjugacy than in models which make the more conventional assumption of normality. This paper is primarily concerned with extending the results of classical conjugate normal-normal Bayesian analysis to the ca
Improved confidence sets for spherically symmetric distributions
β Scribed by Christian Robert; George Casella
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 466 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In the normal case it is well known that, although the James-Stein rule is minimax. it is not admissible and the associated positive rule is one way to improve on it. We extend this result to the class of the spherically symmetric distributions and to a large class of shrinkage rules. Moreover we pr
We consider confidence sets for the mean of a multivariate normal distribution with unknown covariance matrix of the form \_ 2 I. The coverage probability of the usual confidence set is shown to be improved asymptotically by centering at a shrinkage estimator.
Since its publication, the Horvath-Kawazoe (H-K) equation has been rapidly and widely adopted for calculating the micropore size distribution from a single adsorption isotherm measured at a subcritical temperature (e.g. N2 at 77 K or Ar at 87 K). In the H-K formulation, the ideal Henry's law (linear