Stein's paradox is impossible in problems with finite sample space

DOI10.1214/AOS/1176345893MaRDI QIDQ797231zbMATH OpenOpenAlexFDO

Authors Sam Gutmann

Publication date 1982

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176345893

zbMATH Keywords

finite sample spaceStein's paradox

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15)

Cited in

(10)

• Admissible estimation, Dirichlet principles and recurrence of birth-death chains on \({\mathbb{Z}}^ p_+\)
• The philosophical significance of Stein's paradox
• The Stein effect for Fréchet means
• Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
• On independent statistical decision problems and products of diffusions
• On the small sample properties of norm-restricted maximum likelihood estimators for logistic regression models
• Some limitation on stein's phenomenon
• An empirical bayes estimate of multinomial probabilities
• Simultaneous estimation of the hardy-weinberg proportions
• Admissibility of MLE for simultaneous estimation in negative binomial problems

This page was built for publication: Stein's paradox is impossible in problems with finite sample space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q797231)