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

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 -