On Charles Stein's contributions to (in)admissibility

DOI10.1214/21-AOS2108MaRDI QIDQ2054464zbMATH OpenOpenAlexFDO

Authors William E. Strawderman

Publication date 3 December 2021

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

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-4/On-Charles-Steins-contributions-to-inadmissibility/10.1214/21-AOS2108.full

zbMATH Keywords

admissibilityinadmissibilityminimaxity

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Point estimation (62F10)

Recommendations

• Sobre admisibilidad y casi admisibilidad
• Preface: A tribute to Charles Stein
• Larry Brown's work on admissibility
• Some remarks on an admissibility condition
• Charles Stein and invariance: beginning with the Hunt-Stein theorem
• scientific article; zbMATH DE number 4057499
• On the concepts of admissibility and coherence
• Admissibility: Survey of a Concept in Progress

Cites work

• A Necessary and Sufficient Condition for Admissibility
• A Property of Some Tests of Composite Hypotheses
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• An identity for the Wishart distribution with applications
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3655182 (Why is no real title available?)
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• scientific article; zbMATH DE number 3205757 (Why is no real title available?)
• scientific article; zbMATH DE number 3226631 (Why is no real title available?)
• scientific article; zbMATH DE number 3251903 (Why is no real title available?)
• Inadmissibility of the Best Invariant Test in Three or More Dimensions
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Lectures on the theory of estimation of many parameters
• Most Powerful Tests of Composite Hypotheses. I. Normal Distributions
• On Minimax Statistical Decision Procedures and their Admissibility
• On the Theory of Some Non-Parametric Hypotheses
• The Admissibility of Certain Invariant Statistical Tests Involving a Translation Parameter
• The Admissibility of Hotelling's T²-Test
• The Admissibility of Pitman's Estimator of a Single Location Parameter

Cited in

(5)

• Editorial: Memorial issue for Charles Stein
• Charles Stein and invariance: beginning with the Hunt-Stein theorem
• Semiparametric Stein estimators
• Preface: A tribute to Charles Stein
• Admissibility: Survey of a Concept in Progress

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