scientific article; zbMATH DE number 3557007

zbMATH Open0357.62020MaRDI QIDQ4130201FDOQ4130201

Charles M. Stein

Publication date: 1974

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

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99)

Cited In (only showing first 100 items - show all)

• A new positive estimator of loss function
• Optimal modeling of nonlinear systems: method of variable injections
• On solutions for global Stein optimization problems with applications
• On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities
• On admissible estimation of a mean vector when the scale is unknown
• Weighted shrinkage estimators of normal mean matrices and dominance properties
• Minimax multivariate empirical Bayes estimators under multicollinearity
• Matrix quadratic risk of orthogonally invariant estimators for a normal mean matrix
• Non-minimaxity of debiased shrinkage estimators
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution
• An adaptive singular value shrinkage for estimation problem of low-rank matrix mean with unknown covariance matrix
• Shrinkage estimation with logarithmic penalties
• Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
• Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
• Minimax estimation of independent normal means under a quadratic loss function with unknown weights
• Bayes minimax ridge regression estimators
• The zero-capital approach to portfolio enhancement and overlay management
• Generalizing Stein's lemma
• A class of minimax generalized Bayes estimators and an extended correlation inequality
• Shrinkage priors for single-spiked covariance models
• A Stein type lemma for the multivariate generalized hyperbolic distribution
• Estimation of a covariance matrix in multivariate skew-normal distribution
• Shrinkage estimation of location parameters in a multivariate skew-normal distribution
• Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function
• The perfect marriage and much more: combining dimension reduction, distance measures and covariance
• Inadmissibility of the corrected Akaike information criterion
• On Charles Stein's contributions to (in)admissibility
• Larry Brown's work on admissibility
• A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
• Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
• A personal celebration of Dr. D. Basu with emphasis on examples-counterexamples-clarifications
• Predictive density estimation under the Wasserstein loss
• Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments
• Empirical Bayes matrix completion
• Asymptotically optimal adaptive designs in factorial experiments
• On the property of multivariate generalized hyperbolic distribution and the Stein-type inequality
• Title not available (Why is that?)
• Title not available (Why is that?)
• Prediction risk for the horseshoe regression
• Estimation of poisson means under weighted squared error loss
• Selecting a minimax estimator doing well at a point
• Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
• Sharp oracle inequalities for aggregation of affine estimators
• The projected GSURE for automatic parameter tuning in iterative shrinkage methods
• On moments of ratios of quadratic forms in normal variables
• Stein's idea and minimax admissible estimation of a multivariate normal mean
• Conditional and unconditional methods for selecting variables in linear mixed models
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution
• Estimating risk and the mean squared error matrix in Stein estimation
• Admissible predictive density estimation
• Stein estimation -- a review
• Stein estimation for non-normal spherically symmetric location families in three dimensions
• Random function prediction and Stein's identity.
• Improved estimation in measurement error models through Stein rule procedure
• Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
• An identity for the Wishart distribution with applications
• On minimaxity and admissibility of hierarchical Bayes estimators
• Minimax estimators for a multinormal precision matrix
• Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
• Production decisions under joint price and production uncertainty
• A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
• Ignorance prior distribution of a hyperparameter and Stein's estimator
• Simultaneous prediction of independent Poisson observables
• Multiparameter estimation of discrete exponential distributions
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• A new estimator of covariance matrix
• On Stein's identity and its applications
• Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
• An identity for multidimensional continuous exponential families and its applications
• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
• An extended class of minimax generalized Bayes estimators of regression coefficients
• Empirical Bayes minimax estimators of matrix normal means
• Admissible and minimax multiparameter estimation in exponential families
• A simple motivation for James-Stein estimators
• Minimax estimation of a multivariate normal mean under polynomial loss
• Improved minimax predictive densities under Kullback-Leibler loss
• On improved estimation of normal precision matrix and discriminant coefficients
• Shrinkage priors for Bayesian prediction
• Empirical Bayes predictive densities for high-dimensional normal models
• In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
• Examples of estimation problems
• Simultaneous estimation of negative binomial dispersion parameters
• A unified and broadened class of admissible minimax estimators of a multivariate normal mean
• Counterexample - An inadmissible estimator which is generalized Bayes for a prior with light tails
• On estimation of a matrix of normal means with unknown covariance matrix
• A class of modified Stein estimators with easily computable risk functions
• A class of minimax estimators of a normal quantile
• On estimation of matrix of normal mean
• Minimax estimation of normal precisions via expansion estimators
• The Stein phenomenon for monotone incomplete multivariate normal data
• On double \(k\)-class estimators of coefficients in linear regression
• Estimating the parameter of the population selected from discrete exponential family
• Simultaneous estimation of several Poisson parameters under squared error loss
• Estimation of covariance matrices in fixed and mixed effects linear models
• Improved loss estimation for a normal mean matrix
• Simultaneous estimation of location parameters of the distribution with finite support

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