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

Vassiliy G. Voinov, Mikhail S. Nikulin (1995)

Qüestiió

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.

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