From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more

DOI10.1214/088342304000000279zbMath1086.62001OpenAlexW2059499875MaRDI QIDQ819959

Xiao-Li Meng

Publication date: 4 April 2006

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/088342304000000279

zbMATH Keywords

Laplace transformWiener processbridge samplingR. A. FisherJames-Stein estimatorunit rootbiasfractional derivativehistory of statisticsnormalizing constantAR(1) modelEfron-Morris estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Characteristic functions; other transforms (60E10) History of mathematics in the 20th century (01A60) History of statistics (62-03) Laplace transform (44A10)

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Uses Software

• tsbridge

Cites Work

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