Stein estimation -- a review

DOI10.1007/BF02926100zbMATH Open1047.62506MaRDI QIDQ1567075FDOQ1567075

Authors: Kurt Hoffmann 

Publication date: 2000

Published in: Statistical Papers (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)

Cites Work

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Cited In (18)

• Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
• Confidence intervals for product of powers of the generalized variances of k multivariate normal populations
• Shrinkage-based similarity metric for cluster analysis of microarray data
• Estimation, prediction and the Stein phenomenon under divergence loss
• Unimprovable solution to systems of empirical linear algebraic equations
• Bayesian regression based on principal components for high-dimensional data
• Asymptotically optimal shrinkage estimates for non-normal data
• Matrix shrinkage of high-dimensional expectation vectors
• A new general interpretation of the Stein estimate and how it adapts: Applications.
• Bias adjustment minimizing the asymptotic mean square error
• Model averaging: a shrinkage perspective
• Stein estimation for spherically symmetric distributions: recent developments
• Stein 1956: Efficient nonparametric testing and estimation
• The informational gain from Stein and hierarchial Stein estimators
• Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators
• On assessing the precision of Stein's estimator
• Bayesian optimality and intervals for Stein-type estimates
• Shrinkage estimation in spatial autoregressive model

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