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- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- A James-Stein Type Estimator for Combining Unbiased and Possibly Biased Estimators
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
- A natural identity for exponential families with applications in multiparameter estimation
- A new general interpretation of the Stein estimate and how it adapts: Applications.
- A new property of Stein procedure in measurement error model
- A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
- A sequence of improvements over the James-Stein estimator
- A simple motivation for James-Stein estimators
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean
- A unified approach to improving equivariant estimators
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Admissible and minimax multiparameter estimation in exponential families
- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
- An Empirical Bayes Stein-Type Estimator for Regression Parameters Under Linear Constraints
- An approach to improving the James-Stein estimator
- An improved estimator of the generalized variance
- Application of Pre-Test and Stein Estimators to Economic Data
- Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation
- Asymptotic improvement of the usual confidence set in a multivariate normal distribution with unknown variance
- Bayes minimax estimators of a multivariate normal mean
- Compound poisson distributions: Properties and estimation*
- Confidence sets centered at James-Stein estimators. A surprise concerning the unknown-variance case
- Construction of improved estimators in multiparameter estimation for continuous exponential families
- Construction of improved estimators in multiparameter estimation for discrete exponential families
- Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
- Dominating james-stein positive-part estimator for normal mean with unknown covariance matrix
- Double k-Class Estimators of Coefficients in Linear Regression
- Estimating the covariance matrix and the generalized variance under a symmetric loss
- Estimation Of A Multivariate Normal Mean Vector And Local Improvements
- Estimation of a loss function for spherically symmetric distributions in the general linear model
- Estimation of multinomial probabilities
- Estimation of the mean of a multivariate normal distribution
- Estimation of the variance and its applications
- Estimation with quadratic loss.
- Estimators which are Uniformly Better than the James-Stein Estimator
- Further Developments on the Robustness of Clevenson-Zidek-Type Means Estimators
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
- Generalizations of James-Stein estimators under spherical symmetry
- Generalized Bayes Stein-type estimators for regression parameters under linear constraints
- Generalized Bayes estimators in multivariate problems
- Generalized ridge regression estimators under the LINEX loss function
- Improved Confidence Intervals for the Variance of a Normal Distribution
- Improved Stein-rule estimator for regression problems
- Improved confidence intervals for a normal variance
- Improved invariant confidence intervals for a normal variance
- Improved multivariate prediction under a general linear model
- Improvements over the james-stein estimator: A risk analysis
- Improving on equivariant estimators
- Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
- Improving on the James-Stein positive-part estimator
- Improving the James-Stein estimator using the Stein variance estimator
- Improving upon standard estimators in discrete exponential families with applications to Poisson and negative binomial cases
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- JAMES-STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH MULTIVARIATE-t DISTRIBUTED ERROR
- Minimax confidence sets for the mean of a multivariate normal distribution
- Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss
- Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
- Minimax estimators of a normal variance
- Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal
- Multiparameter estimation of discrete exponential distributions
- On improved estimators of the generalized variance
- On improved interval estimation for the generalized variance
- On improving the shortest length confidence interval for the generalized variance.
- On the Admissible Estimators for Certain Fixed Sample Binomial Problems
- On the construction of Bayes minimax estimators
- Optimal Confidence Intervals for the Variance of a Normal Distribution
- Pitman closeness for Stein-rule estimators of regression coefficients
- Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Risk Analysis and Robustness of four Shrinkage Estimators
- Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
- Robustness of Clevenson-Zidek-Type Estimators
- Shrinkage estimators of the location parameter for certain spherically symmetric distributions
- Shrinkage estimators under spherical symmetry for the general linear model
- Shrinkage positive rule estimators for spherically symmetric distributions
- Simultaneous Estimation of Poisson Means under Weighted Entropy Loss
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses
- Simultaneous estimation of independent normal mean vectors with unknown covariance matrices
- Simultaneous estimation of several Poisson parameters under k-normalized squared error loss
- Some Problems in Minimax Point Estimation
- Stein estimation: The spherically symmetric case
- Stein type confidence interval of the disturbance variance in a linear regression model with multivariate student-t distributed errors
- Stein-type improvements of confidence intervals for the generalized variance
- The exact general fomulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators.
- The exact risks of some pre-test and stein-type regression estimators umder balanced loss
- The neyman accuracy and the wolfowitz accuracy of the stein type confidence interval for the disturbance variance
- Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
- Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator
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
- The informational gain from Stein and hierarchial Stein estimators
- Stein estimation for spherically symmetric distributions: recent developments
- Stein 1956: Efficient nonparametric testing and estimation
- Stein-type estimation in logistic regression models based on minimum -divergence estimators
- On assessing the precision of Stein's estimator
- Shrinkage estimation in spatial autoregressive model
- Bayesian optimality and intervals for Stein-type estimates
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