Stein estimation -- a review (Q1567075)

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English	Stein estimation -- a review	scientific article

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scholarly article

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Stein estimation -- a review (English)

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Statistical Papers

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publication date

2000

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MaRDI profile type

MaRDI publication profile

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Application of Pre-Test and Stein Estimators to Economic Data

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A family of admissible minimax estimators of the mean of a multivariate normal distribution

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Estimation of multinomial probabilities

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A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

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Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss

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Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters

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Generalized Bayes estimators in multivariate problems

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Improving the James-Stein estimator using the Stein variance estimator

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Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss

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Stein estimation: The spherically symmetric case

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Generalizations of James-Stein estimators under spherical symmetry

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Shrinkage estimators of the location parameter for certain spherically symmetric distributions

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Improving on equivariant estimators

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Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

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Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator

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Shrinkage estimators under spherical symmetry for the general linear model

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Robust shrinkage estimators of the location parameter for elliptically symmetric distributions

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Shrinkage positive rule estimators for spherically symmetric distributions

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Improvements over the james-stein estimator: A risk analysis

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Simultaneous Estimation of Poisson Means under Weighted Entropy Loss

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Simultaneous Estimation of the Means of Independent Poisson Laws

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Improved Confidence Intervals for the Variance of a Normal Distribution

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Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses

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A new general interpretation of the Stein estimate and how it adapts: Applications.

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Compound poisson distributions: Properties and estimation*

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Adapting to Unknown Smoothness via Wavelet Shrinkage

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A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?

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Estimation of a loss function for spherically symmetric distributions in the general linear model

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On the construction of Bayes minimax estimators

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Admissible and minimax multiparameter estimation in exponential families

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Construction of improved estimators in multiparameter estimation for discrete exponential families

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Construction of improved estimators in multiparameter estimation for continuous exponential families

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Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric

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The exact risks of some pre-test and stein-type regression estimators umder balanced loss

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Improved multivariate prediction under a general linear model

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Improved invariant confidence intervals for a normal variance

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A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators

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A sequence of improvements over the James-Stein estimator

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A simple motivation for James-Stein estimators

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Some Problems in Minimax Point Estimation

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Generalized Bayes Stein-type estimators for regression parameters under linear constraints

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An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints

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A natural identity for exponential families with applications in multiparameter estimation

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Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases

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Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

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Minimax confidence sets for the mean of a multivariate normal distribution

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Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case

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On improved interval estimation for the generalized variance

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On the Admissible Estimators for Certain Fixed Sample Binomial Problems

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Simultaneous estimation of independent normal mean vectors with unknown covariance matrices

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An approach to improving the James-Stein estimator

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A unified approach to improving equivariant estimators

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Estimating the covariance matrix and the generalized variance under a symmetric loss

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Estimation of the variance and its applications

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Bayes minimax estimators of a multivariate normal mean

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Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

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Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors

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A unified and broadened class of admissible minimax estimators of a multivariate normal mean

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Minimax estimators of a normal variance

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The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance

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Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors

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Generalized ridge regression estimators under the LINEX loss function

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Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model

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The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.

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Risk Analysis and Robustness of four Shrinkage Estimators

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Estimators which are Uniformly Better than the James-Stein Estimator

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Estimation Of A Multivariate Normal Mean Vector And Local Improvements

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On improving the shortest length confidence interval for the generalized variance.

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Stein-type improvements of confidence intervals for the generalized variance

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Improving on the James-Stein positive-part estimator

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Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal

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Improved confidence intervals for a normal variance

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An improved estimator of the generalized variance

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JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR

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On improved estimators of the generalized variance

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A new property of Stein procedure in measurement error model

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Pitman closeness for Stein-rule estimators of regression coefficients

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Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean

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Estimation of the mean of a multivariate normal distribution

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Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix

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Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance

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Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation

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Optimal Confidence Intervals for the Variance of a Normal Distribution

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Multiparameter estimation of discrete exponential distributions

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Robustness of Clevenson-Zidek-Type Estimators

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Further Developments on the Robustness of Clevenson-Zidek-Type Means Estimators

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Simultaneous estimation of several Poisson parameters under k-normalized squared error loss

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Double k-Class Estimators of Coefficients in Linear Regression

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Improved Stein-rule estimator for regression problems

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Identifiers

zbMATH Open document ID

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10.1007/BF02926100

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1567075

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