Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit

DOI10.1007/S42081-023-00239-6MaRDI QIDQ6578495

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

normality Stein's method goodness-of-fit tests normal approximation negative binomial exponentiality characterization of distributions Stein identity poissonity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform
A new characterization of the Gamma distribution and associated goodness-of-fit tests
Stein's density approach and information inequalities
Simultaneous estimation of location parameters under quadratic loss
On the rate of convergence in the multivariate CLT
An approach to improving the James-Stein estimator
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
Statistical decision theory and Bayesian analysis. 2nd ed
Simultaneous estimation in the multiparameter gamma distribution under weighted quadratic losses
Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
Estimation of the mean of a multivariate normal distribution
A goodness of fit test for the Poisson distribution based on the empirical generating function
An $L_p$ bound for the remainder in a combinatorial central limit theorem
A natural identity for exponential families with applications in multiparameter estimation
A unified approach to improving equivariant estimators
Stein's method and the zero bias transformation with application to simple random sampling
Recent and classical goodness-of-fit tests for the Poisson distribution
Stein estimation: The spherically symmetric case
Recent and classical tests for exponentiality: a partial review with comparisons
From Stein identities to moderate deviations
Shrinkage estimation
Testing for normality in any dimension based on a partial differential equation involving the moment generating function
Fixed point characterizations of continuous univariate probability distributions and their applications
Stein's method of normal approximation: some recollections and reflections
Second-order Stein: SURE for SURE and other applications in high-dimensional inference
Relaxing the Gaussian assumption in shrinkage and SURE in high dimension
Characterizations of non-normalized discrete probability distributions and their application in statistics
Testing normality via a distributional fixed point property in the Stein characterization
Shrinkage estimation for mean and covariance matrices
Density prediction and the Stein phenomenon
Über eine Eigenschaft der normalen Verteilungsfunktion.
Stein's method meets computational statistics: a review of some recent developments
A shrinkage predictive distribution for multivariate normal observables
Robustness of Clevenson-Zidek-Type Estimators
Normal Approximation by Stein’s Method
Simultaneous Estimation of the Means of Independent Poisson Laws
Probability for Statisticians
An Introduction to Stein's Method
Characterizations of Statistical Distributions: A Supplement to Recent Surveys
An Appraisal and Bibliography of Tests for Multivariate Normality
Testing Statistical Hypotheses
On combining the zero bias transform and the empirical characteristic function to test normality
An overview of goodness-of-fit tests for the Poisson distribution
A review of tests for exponentiality with Monte Carlo comparisons
A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
The Bayesian Choice
A Characterization of the Exponential Distribution
An analysis of variance test for normality (complete samples)
Measures of multivariate skewness and kurtosis with applications
Proper Bayes Minimax Estimators of the Multivariate Normal Mean
The Characterizations for Exponential and Geometric Distributions
On a Characterization of the Normal Distribution
A Characterization of the Normal Distribution
A Characterization of the Gamma Distribution
A non-uniform Berry-Esseen bound via Stein's method
Minimum L^q‐distance estimators for non‐normalized parametric models

This page was built for publication: Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6578495)