Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution
Charles Stein
Source: Proc. Third Berkeley Symp. on Math. Statist. and Prob., Vol. 1 (Univ. of Calif. Press, 1956), 197-206.
First Page:
Show
Hide
Primary Subjects: 62.0X
Keywords: Stein paradox; Shrinkage estimator; Spherically symmetrical estimator; Information inequality
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bsmsp/1200501656
Zentralblatt MATH identifier:
0073.35602
Mathematical Reviews number (MathSciNet):
MR0084922
Berkeley Symposium on Mathematical Statistics and Probability
