The stein effect and bayesian analysis: a reexamination

DOI10.1080/03610928608829232zbMath0603.62003OpenAlexW2081140190MaRDI QIDQ3740013

Jean-François Angers, James O. Berger

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829232

zbMATH Keywords

squared error lossrobust Bayesianfrequentist riskStein effectStein-effect estimators

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
• Estimation of the mean of a multivariate normal distribution
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• Bayesian Robustness and the Stein Effect
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case