## The Annals of Statistics

### Improved Confidence Sets for the Coefficients of a Linear Model with Spherically Symmetric Errors

#### Abstract

Under the assumption of normal errors, confidence spheres for $p(p \geq 3)$ coefficients of a linear model centered at the positive part James-Stein estimators were recently proved, by Hwang and Casella, to dominate the usual confidence set with the same radius. In this paper, the same domination results are established under various spherically symmetric distributions. These distributions include uniform distributions, double exponential distributions, and multivariate $t$ distributions.

#### Article information

Source
Ann. Statist., Volume 14, Number 2 (1986), 444-460.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176349932

Digital Object Identifier
doi:10.1214/aos/1176349932

Mathematical Reviews number (MathSciNet)
MR840508

Zentralblatt MATH identifier
0601.62048

JSTOR