The 1988 Neyman Memorial Lecture: A Galtonian perspective on shrinkage estimators
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Publication:1596006
DOI10.1214/ss/1177012274zbMath0955.62610OpenAlexW1571999879MaRDI QIDQ1596006
Publication date: 7 February 2001
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ss/1177012274
Ridge regression; shrinkage estimators (Lasso) (62J07) History of mathematics in the 20th century (01A60) Admissibility in statistical decision theory (62C15)
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From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ The weighted likelihood ⋮ Stein estimation for spherically symmetric distributions: recent developments ⋮ A Compound Decision Approach to Covariance Matrix Estimation ⋮ A Regression Modeling Approach to Structured Shrinkage Estimation ⋮ Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data ⋮ Combining the data from two normal populations to estimate the mean of one when their means difference is bounded ⋮ Approximate repeated-measures shrinkage ⋮ A simple motivation for James-Stein estimators ⋮ Simultaneous estimation of normal means with side information ⋮ The philosophical significance of Stein's paradox ⋮ Assessing the process capability index for non-normal processes ⋮ Large-sample estimation strategies for eigenvalues of a Wishart matrix. ⋮ A new general interpretation of the Stein estimate and how it adapts: Applications. ⋮ Simultaneous estimation of coefficients of variation
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