Asymptotic expansion of the coverage probability of James-stein estimators probability of the confidence sets recentered in [
W. James and C.
Stein, Estimation with quadratic loss
Asymptotic expansion of the coverage probability of James-stein estimators probability of the confidence sets recentered in [
W. James and C.
Stein, Estimation with quadratic loss
James-Stein confidence set: Equal area approach to the global approximation of coverage probability of the Coverage Probability of James-
Stein Estimators," Theory Probab. Appl. 51, 683-695 (2007)], an asymptotic
James-Stein confidence set: Equal area approach to the global approximation of coverage probability of the Coverage Probability of James-
Stein Estimators," Theory Probab. Appl. 51, 683-695 (2007)], an asymptotic