On Charles Stein's contributions to (in)admissibility

DOI10.1214/21-AOS2108zbMath1486.62015OpenAlexW3202839891MaRDI QIDQ2054464

William E. Strawderman

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-49/issue-4/On-Charles-Steins-contributions-to-inadmissibility/10.1214/21-AOS2108.full

zbMATH Keywords

minimaxityinadmissibilityadmissibility

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items

Editorial: Memorial issue for Charles Stein

Cites Work

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• Lectures on the theory of estimation of many parameters
• An identity for the Wishart distribution with applications
• Estimation of the mean of a multivariate normal distribution
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• The Admissibility of Hotelling's $T^2$-Test
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• Inadmissibility of the Best Invariant Test in Three or More Dimensions
• Empirical Bayes on vector observations: An extension of Stein's method
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Most Powerful Tests of Composite Hypotheses. I. Normal Distributions
• On the Theory of Some Non-Parametric Hypotheses
• On Minimax Statistical Decision Procedures and their Admissibility
• A Property of Some Tests of Composite Hypotheses
• The Admissibility of Certain Invariant Statistical Tests Involving a Translation Parameter
• A Necessary and Sufficient Condition for Admissibility