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

DOI10.1016/j.jspi.2005.12.001zbMath1088.62004OpenAlexW2002425538MaRDI 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 equationgraph theoryinadmissibilitymatching polynomialBayes riskharmonicStein's identityunbiased

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Heat equation (35K05) Characterization and structure theory of statistical distributions (62E10)

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