R-Estimators and Asymptotic Properties of Recentered Confidence Sets for Multivariate Locations  A.K.MD.EHANES SALEH  Carleton University, OTTAWA  For a continuous and diagonally symmetric multivariate distribution, confidence sets for the locations based on preliminary test and Stein-type R-estimators as center, are studied.  In an asymptotic set-up the coverage probabilities of the confidence set with the positive-rule Stein type R-estimator (PRSRE) as center is shown to be larger than the coverage probability of the set with the usual R-estimator.  Further, the confidence set with the preliminary test R-estimator (PTRE) as center has coverage probability depending on the pretest level of significance and is inadmissible.