We give James Stein type estimators of a multivariate normal mean vector by shrinkage towards a closed convex set K with a smooth or piecewise smooth boundary. The rate of shrinkage is determined by the curvature of the boundary of K at the projection point onto K. By considering a sequence of polyt
Mountain Pass on a Closed Convex Set
β Scribed by Li Ma
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 115 KB
- Volume
- 205
- Category
- Article
- ISSN
- 0022-247X
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β¦ Synopsis
A mountain pass lemma without the PalaisαSmale condition on a closed convex subset of a Banach space is established. Then, we apply it to a semilinear elliptic partial differential equation to obtain one negative solution and a positive solution. Hence we generalize an early result of K.
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We compare two approaches to the identification of individual significant outcomes when a comparison of two groups involves multiple outcome variables. The approaches are all designed to control the familywise error rate (FWE) with any subset of the null hypotheses being true (in the strong sense).