scientific article; zbMATH DE number 3655182

zbMATH Open0421.62036MaRDI QIDQ3854463FDOQ3854463

Authors: Charles M. Stein 

Publication date: 1977

Full work available at URL: https://eudml.org/doc/66880

Title of this publication is not available (Why is that?)

zbMATH Keywords

quadratic lossBayes approachentropy of multinomial distributionestimation of mean of multidimensional normal distributionJames-Stein estimateestimating normal covariance matrix

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

Cited In (27)

• Minimax covariance estimation using commutator subgroup of lower triangular matrices
• Minimax multivariate empirical Bayes estimators under multicollinearity
• Estimation of a high-dimensional covariance matrix with the Stein loss
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
• On a conjecture of Krishnamoorthy and Gupta
• Minimax estimators of a covariance matrix
• Improved estimation of the covariance matrix under Stein's loss
• Improved nonnegative estimation of multivariate components of variance
• Modifying estimators of ordered positive parameters under the Stein loss
• Estimation of a covariance matrix in multivariate skew-normal distribution
• Estimation of Wishart mean matrices under simple tree ordering
• Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
• A new estimator of covariance matrix
• The role of the isotonizing algorithm in Stein's covariance matrix estimator
• A regularized profile likelihood approach to covariance matrix estimation
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions
• On Charles Stein's contributions to (in)admissibility
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions
• On improved estimation of normal precision matrix and discriminant coefficients
• Stein-Haff identity for the exponential family
• Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications
• On improved loss estimation for shrinkage estimators
• Quadratic shrinkage for large covariance matrices
• Estimation of covariance matrices in fixed and mixed effects linear models
• Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
• Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension

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