Stein's Paradox is Impossible in the Nonanticipative Context

DOI10.2307/2287331zbMATH Open0506.62007OpenAlexW4240007736MaRDI QIDQ4743566FDOQ4743566

Authors: Sam Gutmann 

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287331

zbMATH Keywords

Stein effectStein paradoxnonanticipative estimation

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15)

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