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

1 March 1973

journal article
Published by JSTOR in Journal of the American Statistical Association

Vol. 68 (341) , 117
https://doi.org/10.2307/2284155

Abstract

Stein's estimator for k normal means is known to dominate the MLE if k ≥ 3. In this article we ask if Stein's estimator is any good in its own right. Ou...

Keywords

MLE
GOOD
BAYES
COMPETITORS
ASK
STEIN'S ESTIMATOR
ESTIMATION RULE
APPROACH STEIN'S