Stein's Estimation Rule and Its Competitors—An Empirical Bayes Approach

Efron, B., & Morris, C. (1973). Stein's Estimation Rule and Its Competitors—An Empirical Bayes Approach. 117-130.

Type

Journal article

Intellectual base

Primary research

Year

1973

Pages

117-130

DOI registrant

registered by a platform that did not publish the work; the publisher is not recorded

Link

https://doi.org/10.2307/2284155matched

Cited by

2 citations across 2 artifacts.

Each citation links to the sentence it supports in the citing article.

Domain-specific

• Empirical Bayes method
  • The entry records a descriptive analytical identity; practical use requires the governing domain's evidence, standards, and safety obligations.
• Stein's Paradox
  • The paradox is foundational to hierarchical Bayes, empirical Bayes estimation (Efron and Morris, 1973), ridge regression, and the entire family of regularized estimators in modern statistics and machine learning, all of which are applications of the same shrinkage principle: accept individual-estimate bias to achieve lower joint estimation error

    This sourceAn empirical-Bayes development of Stein's rule, giving the positive-part estimator as a Bayes-justified rule that dominates the maximum-likelihood estimator for three or more means.

    Supported in partVerified against a saved copy of the source

    “Our approach is by means of empirical Bayes ideas.”

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