Reversing the Stein Effect
Reversing the Stein Effect
About this item
Full title
Author / Creator
Publisher
Hayward: Institute of Mathematical Statistics
Journal title
Language
English
Formats
Publication information
Publisher
Hayward: Institute of Mathematical Statistics
Subjects
More information
Scope and Contents
Contents
The Reverse Stein Effect is identified and illustrated: A statistician who shrinks his/her data toward a point chosen without reliable knowledge about the underlying value of the parameter to be estimated but based instead upon the observed data will not be protected by the minimax property of shrinkage estimators such as that of James and Stein, b...
Alternative Titles
Full title
Reversing the Stein Effect
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_ss_1331729987
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_ss_1331729987
Other Identifiers
ISSN
0883-4237
E-ISSN
2168-8745
DOI
10.1214/09-STS278
