Simultaneous Estimation of Parameters.
ResearchPublished 1972
An elementary introduction of Stein's estimator and its relation to compound Bayes and empirical Bayes estimation methods. Stein showed that, for the problem of estimating the mean of a normal distribution with squared-error loss, there exists a better estimator than the sample mean when the number of dimensions is at least three. Applications and the limitations of the estimator are discussed.
Document Details
- Copyright: RAND Corporation
- Availability: Available
- Year: 1972
- Print Format: Paperback
- Paperback Pages: 48
- Paperback Price: $23.00
- Document Number: P-4835
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Efron, Bradley and Carl N. Morris, Simultaneous Estimation of Parameters. RAND Corporation, P-4835, 1972. As of September 11, 2024: https://www.rand.org/pubs/papers/P4835.html
Efron, Bradley and Carl N. Morris, Simultaneous Estimation of Parameters. Santa Monica, CA: RAND Corporation, 1972. https://www.rand.org/pubs/papers/P4835.html. Also available in print form.
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