Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

DOI10.2307/2284155zbMath0275.62005OpenAlexW4237411588MaRDI QIDQ5184282

Efron, Bradley, Carl N. Morris

Publication date: 1973

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2284155

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric tolerance and confidence regions (62G15)

Related Items

Confidence Intervals for Nonparametric Empirical Bayes Analysis, The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function, Estimation of the best linear unbiased predictor for the mean with unequal sample sizes, Empirical Bayes estimators in hierarchical models with mixture priors, Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal, Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution, Improved estimators of a location vector with unknown scale parameter, Simultaneous estimation of the multivariate normal mean under balanced loss function, Linear Empirical Bayes Prediction of Employment Growth Rates Using the U.S. Current Employment Statistics Survey, Minimax and adaptive inference in nonparametric function estimation, Shrinkage confidence procedures, Small area shrinkage estimation, Reversing the Stein effect, Estimations in the normal regression empirical bayes model, Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices, Sharp adaptive estimation by a blockwise method, Unnamed Item, Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation, General maximum likelihood empirical Bayes estimation of normal means, James–Stein type estimators for ordered normal means, Limits of Risks Ratios of Shrinkage Estimators under the Balanced Loss Function, Nonparametrio bayes and empirical bayes estimation of the residual survival function at age t, On robust empirical bayes analysis of means and variances from stratified samples, Nonparametric empirical bayes estimation of the distribution function and the mean, The stein effect and bayesian analysis: a reexamination, Shrinkage estimation of location parameters in a multivariate skew-normal distribution, Multiple-shrinkage estimators of means in exponential families, The smooth Colonel meets the Reverend, The role of empirical Bayes methodology as a leading principle in modern medical statistics, Empirical bayes sequential estimation of the mean, Performance characteristics of profiling methods and the impact of inadequate case-mix adjustment, Linear regression with bivariate response variable containing missing data. Strategies to increase prediction precision, SURE estimates under dependence and heteroscedasticity, Hierarchical bayes simultaneous estimation of poisson means, Empirical Bayes estimates for a two-way cross-classified model, Estimating variance of random effects to solve multiple problems simultaneously, Bayes and empirical Bayes shrinkage estimation of regression coefficients, Model averaging, asymptotic risk, and regressor groups, Bayesian Approaches to Shrinkage and Sparse Estimation, Multi-Goal Prior Selection: A Way to Reconcile Bayesian and Classical Approaches for Random Effects Models, Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior, Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹, Empirical bayes estimation of the mean in a multivariate normal distribution, Penalized likelihood methods for modeling count data, Empirical Bayes sequential estimation of a finite population mean, Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage, A Regression Modeling Approach to Structured Shrinkage Estimation, Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences, Unnamed Item, Statistical theory powering data science, Scalable Variational Inference for Low-Rank Spatiotemporal Receptive Fields, Empirical Bayes and selective inference, A guided random walk through some high dimensional problems, Rejoinder, Unnamed Item, Density prediction and the Stein phenomenon, An empirical Bayes testing procedure for detecting variants in analysis of next generation sequencing data, Some automated methods of smoothing time-dependent data, Functional Horseshoe Priors for Subspace Shrinkage, A property of Stein's estimator for the mean of a multivariate normal distribution, Simultaneous estimation of normal means with side information, On empirical Bayes estimation of multivariate regression coefficient, Estimating the Null Distribution to Adjust Observed Confidence Levels for Genome-Scale Screening, Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge), On information pooling, adaptability and superefficiency in nonparametric function estimation, Regularization method for predicting an ordinal response using longitudinal high-dimensional genomic data, Extensions of the conjugate prior through the Kullback--Leibler separators, Multivariate limited translation empirical Bayes estimators, Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints, On the Value of Imprecise Prior Information, Bayes Prediction for a Stratified Regression Superpopulation Model Using Balanced Loss Function, A Comparison of james–sten regression with least squares in the pitman nearness sense, Approximating bayesian inference by weighted likelihood, On constructing sequences estimating the mixing distribution with applications, Stein-type estimation in logistic regression models based on minimum \(\phi\)-divergence estimators, Semiparametric Stein estimators, Statistical significance of the Netflix challenge, Empirical Bayes methods in classical and Bayesian inference, Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review, Rejoinder, A sufficient condition for the MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated in a misspecified linear regression model, A hierarchical Bayesian approach to multiple testing in disease mapping, Group-Linear Empirical Bayes Estimates for a Heteroscedastic Normal Mean, Shrinkage Estimators for Covariance Matrices, On the bounded regret of empirical bayes estimators, Limit expressions for the risk of james‐stein estimators, Nonparametric empirical Bayes improvement of shrinkage estimators with applications to time series, Comment: Empirical Bayes, compound decisions and exchangeability, A Good-Turing estimator for feature allocation models, Multiparameter estimation of discrete exponential distributions, Heuristic Procedures for Simultaneous Estimation of Several Normal Means, Bayes minimax competitors of preliminary test estimators in \(k\) sample problems, MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated, Empirical bayesian prediction in the location error in variables superpopulation model, Bayesian pitman closeness, Effect of regression to the mean in multivariate distributions, Improved minimax estimation of a multivariate normal mean under heteroscedasticity, Data enriched linear regression, Disease Mapping With Generative Models, An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices, Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data, Power transformations of relative count data as a shrinkage problem, Adaptive and robust multi-task learning, Improved confidence set estimators of a multivariate normal mean and generalizations, A unified jackknife theory for empirical best prediction with \(M\)-estimation, From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more, Linear system identification using the sequential stabilizing spline algorithm, Estimating structural equation models using James-Stein type shrinkage estimators, On combining Stein estimation problems: An adaptive rule under classical criteria, Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance, The Kullback-Leibler risk of the Stein estimator and the conditional MLE, Decision-theoretic issues in heterogeneity variance estimation, Empirical estimates for heteroscedastic hierarchical dynamic normal models, A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function, Asymptotic mean squared error of constrained James-Stein estimators, Nonparametric Bayesian methods in hierarchical models, Bootstrapping an empirical Bayes estimator of the distribution of historical controls in carcinogen bioassay, Restricted risk Bayes estimation for the mean of the multivariate normal distribution, Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases, Robust hyperparameter estimation protects against hypervariable genes and improves power to detect differential expression, The Stein phenomenon for monotone incomplete multivariate normal data, Choosing reference classes and building provisional models, Employing vague prior information in the construction of confidence sets, Estimation and inference with censored and ordered multinomial response data, Mean square error matrix superiority of empirical Bayes estimators under misspecification, Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems, Combining coordinates in simultaneous estimation of normal means, Image restoration, Variational Bayesian sparse additive matrix factorization, On assessing the precision of Stein's estimator, Bayes and empirical Bayes estimation with errors in variables, Fitting Weibull duration models with random effects, An extension of the method of maximum likelihood and the Stein's problem, Stein's positive part estimator and Bayes estimator, Biased predictors, rationality and the evaluation of forecasts, Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution, Comment: The need for syncretism in applied statistics, Empirical Bayes predictive densities for high-dimensional normal models, An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss, Estimators with nondecreasing risk: Application of a chi-squared identity, On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance., Exact and efficient inference for partial Bayes problems, Bayesian models and methods in public policy and government settings, A posteriori time-varying filtering of averaged evoked potentials. I. Introduction and conceptual basis, Hierarchical multilinear models for multiway data, An empirical Bayes procedure for the credit granting decision, On improving standard estimators via linear empirical Bayes methods, Bayes estimators of heterogeneity variance and \(T\)-systems, Kernel methods in system identification, machine learning and function estimation: a survey, Robbins, empirical Bayes and microarrays, Compound decision theory and empirical Bayes methods, Restricted likelihood representation and decision-theoretic aspects of meta-analysis, A simple motivation for James-Stein estimators, Estimation, prediction and the Stein phenomenon under divergence loss, The philosophical significance of Stein's paradox, Shrinkage estimation in general linear models, An empirical Bayes procedure for the selection of Gaussian graphical models, A class of multiple shrinkage estimators, Performance of the empirical Bayes estimator for fixed parameters, Biased versus unbiased estimation, Generalised filtering, Minimax estimation of a multivariate normal mean under arbitrary quadratic loss, Shrinkage estimation with singular priors and an application to small area estimation, General empirical Bayes wavelet methods and exactly adaptive minimax estimation, A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss, Improved estimation under collinearity and squared error loss, Minimax estimation of a multivariate normal mean under polynomial loss, Minimax estimators of the multinormal mean: Autoregressive priors, Estimating true score in the compound binomial error model, Optimal disclosure risk assessment, Localized/shrinkage Kriging predictors, A hierarchical Bayes unit-level small area estimation model for normal mixture populations, Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing, On the admissibility of an estimator of a normal mean vector under a LINEX loss function, Shrinkage estimation in the two-way multivariate normal model, Efficient and accurate approximate Bayesian inference with an application to insurance data, On shrinkage estimators improving the positive part of James-Stein estimator, A family of dominating minimax estimators of a multivariate normal mean, The extended Stein procedure for simultaneous model selection and parameter estimation, Improved prediction in the presence of multicollinearity, On the best equivariant estimator of mean of a multivariate normal population, Adaptive wavelet estimation: A block thresholding and oracle inequality approach, On the Stein phenomenon under divergence loss and an unknown variance-covariance matrix, Some criteria for the estimation of evoked potentials, The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal, Examples of estimation problems, Estimation of clustered parameters, Poisson counts, square root transformation and small area estimation, A class of modified Stein estimators with easily computable risk functions, Selection criteria for scatterplot smoothers, A pair of estimating equations for a mean vector, Bootstrap confidence bands for shrinkage estimators, An exact formula for the mean squared error of the inverse estimator in the linear calibration problem, Minimax hierarchical empirical Bayes estimation in multivariate regression, Bayesian input in Stein estimation and a new minimax empirical Bayes estimator, Robust simultaneous estimation of location parameters, Discrete scaling and criticality in a chain of adaptive excitable integrators, The Stein effect for Fréchet means, Two semi-parametric empirical Bayes estimators, Empirical best prediction for small-area inference based on generalized linear mixed models, Estimation of small-area proportions using covariates and survey data, An identity concerning a Wishart matrix, Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)