The stein effect and bayesian analysis: a reexamination

DOI10.1080/03610928608829232MaRDI QIDQ3740013zbMATH OpenOpenAlexFDO

Authors Jean-François Angers, James O. Berger

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829232

zbMATH Keywords

frequentist riskrobust Bayesiansquared error lossStein effectStein-effect estimators

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Bayesian inference (62F15)

Recommendations

• Reversing the Stein effect
• Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
• scientific article; zbMATH DE number 4098490
• The philosophical significance of Stein's paradox
• Some limitation on stein's phenomenon

Cites work

• Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
• Bayesian Robustness and the Stein Effect
• Estimation of the mean of a multivariate normal distribution
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• Statistical decision theory and Bayesian analysis. 2nd ed
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

Cited in

(7)

• The philosophical significance of Stein's paradox
• Reversing the Stein effect
• Are Bayesian inferences weak for Wasserman's example?
• scientific article; zbMATH DE number 954484 (Why is no real title available?)
• On a theorem of Stein relating Bayesian and classical inferences in group models
• scientific article; zbMATH DE number 863804 (Why is no real title available?)
• Exchangeability, correlation, and Bayes' effect

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