From unit root to Stein's estimator to Fisher's k statistics: If you have a moment, I can tell you more

DOI10.1214/088342304000000279zbMATH Open1086.62001OpenAlexW2059499875MaRDI QIDQ819959FDOQ819959

Authors: Xiao-Li Meng 

Publication date: 4 April 2006

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/088342304000000279

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zbMATH Keywords

Laplace transformnormalizing constantbiasWiener processJames-Stein estimatorfractional derivativeunit roothistory of statisticsAR(1) modelR. A. Fisherbridge samplingEfron-Morris estimator

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) History of mathematics in the 20th century (01A60) Laplace transform (44A10) History of statistics (62-03)

Cites Work

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Cited In (10)

• On the bias and variance of odds ratio, relative risk and false discovery proportion
• Decoding the h-likelihood
• Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices
• The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending
• COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
• I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb?
• Identities for negative moments of quadratic forms in normal variables
• Stein estimation for spherically symmetric distributions: recent developments
• Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
• On the moments of ratios of quadratic forms in normal random variables

Uses Software

• tsbridge

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