Berkeley Symposium on Mathematical Statistics and Probability

Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution

Charles Stein

Full-text: Open access

Article information

Source
Proc. Third Berkeley Symp. on Math. Statist. and Prob., Vol. 1 (Univ. of Calif. Press, 1956), 197-206

Dates
First available in Project Euclid: 16 January 2008

Permanent link to this document
http://projecteuclid.org/euclid.bsmsp/1200501656

Zentralblatt MATH identifier
0073.35602

Mathematical Reviews number (MathSciNet)
MR0084922

Subjects
Primary: 62.0X

Keywords
Stein paradox Shrinkage estimator Spherically symmetrical estimator Information inequality

Citation

Stein, Charles. Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution. Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, Volume 1: Contributions to the Theory of Statistics, 197--206, University of California Press, Berkeley, Calif., 1956. http://projecteuclid.org/euclid.bsmsp/1200501656.


Export citation