Estimation of the mean of a multivariate normal distribution

DOI10.1214/aos/1176345632zbMath0476.62035OpenAlexW2054640142WikidataQ56874116 ScholiaQ56874116MaRDI QIDQ1159929

Charles M. Stein

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345632

zbMATH Keywords

squared error losstrimmed meanmoving averageunbiased estimatesimultaneous estimationJames-Stein estimateapproximate confidence sets

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

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