A review of the results on the Stein approach for estimators improvement.
Vassiliy G. Voinov, Mikhail S. Nikulin (1995)
Qüestiió
Similarity:
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.