The heat equation and Stein's identity: connections, applications

DOI10.1016/j.jspi.2005.12.001zbMath1088.62004MaRDI QIDQ2369511

William E. Strawderman, Anirban DasGupta, L. R. Haff, Lawrence D. Brown

Publication date: 22 May 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.12.001

zbMATH Keywords

heat equation; graph theory; inadmissibility; matching polynomial; Bayes risk; harmonic; Stein's identity; unbiased

Mathematics Subject Classification ID

62F15: Bayesian inference

62A01: Foundations and philosophical topics in statistics

35K05: Heat equation

62E10: Characterization and structure theory of statistical distributions

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Cites Work

• Information inequalities for the Bayes risk
• Asymptotic methods in statistical decision theory
• Estimation of the mean of a multivariate normal distribution
• An introduction to matching polynomials
• Shrinkage estimators under spherical symmetry for the general linear model
• Stein estimation: The spherically symmetric case
• Closed form summation for classical distributions: variations on a theme of de Moivre
• On the theory of the matching polynomial
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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