An extension of the method of maximum likelihood and the Stein's problem

DOI10.1007/BF02532781zbMath0424.62018MaRDI QIDQ1135064

Hirotugu Akaike

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

extension of maximum likelihood methodinadmissibility of ordinary maximum likelihood estimatormean of multivariate normal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99) Statistical aspects of information-theoretic topics (62B10) Admissibility in statistical decision theory (62C15)

Related Items (3)

Information theory as a unifying statistical approach for use in marketing research ⋮ Information theoretical mortality table graduation ⋮ M.D.I. estimation via unconstrained convex programming

Cites Work

• Data Analysis Using Stein's Estimator and its Generalizations
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• A new look at the statistical model identification
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