A review of the results on the Stein approach for estimators improvement.

Vassiliy G. Voinov; Mikhail S. Nikulin

Qüestiió (1995)

  • Volume: 19, Issue: 1-2-3, page 65-91
  • ISSN: 0210-8054

Abstract

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Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.

How to cite

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Voinov, Vassiliy G., and Nikulin, Mikhail S.. "A review of the results on the Stein approach for estimators improvement.." Qüestiió 19.1-2-3 (1995): 65-91. <http://eudml.org/doc/40237>.

@article{Voinov1995,
abstract = {Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.},
author = {Voinov, Vassiliy G., Nikulin, Mikhail S.},
journal = {Qüestiió},
keywords = {Estimadores insesgados; Distribuciones multivariantes; Criterio minimax; Distribución ponderada; admissible estimator; Berger's estimator; equivariant estimator; James-Stein estimator; minimax estimator; quadratic loss function; shrinkage estimator},
language = {eng},
number = {1-2-3},
pages = {65-91},
title = {A review of the results on the Stein approach for estimators improvement.},
url = {http://eudml.org/doc/40237},
volume = {19},
year = {1995},
}

TY - JOUR
AU - Voinov, Vassiliy G.
AU - Nikulin, Mikhail S.
TI - A review of the results on the Stein approach for estimators improvement.
JO - Qüestiió
PY - 1995
VL - 19
IS - 1-2-3
SP - 65
EP - 91
AB - Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.
LA - eng
KW - Estimadores insesgados; Distribuciones multivariantes; Criterio minimax; Distribución ponderada; admissible estimator; Berger's estimator; equivariant estimator; James-Stein estimator; minimax estimator; quadratic loss function; shrinkage estimator
UR - http://eudml.org/doc/40237
ER -

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