The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Data Analysis Using Stein's Estimator and its Generalizations
Abstract
In 1961, James and Stein exhibited an estimator of the mean of a multivariate normal distribution having uniformly lower mean squared error than the sample mean. This estimator is reviewed briefly in an empirical Bayes context. Stein's rule and its generalizations are then applied to predict baseball averages, to estimate toxomosis prevalence rates, and to estimate the exact size of Pearson's chi-square test with results from a computer simulation. In each of these examples, the mean square error of these rules is less than half that of the sample mean.
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Citations
Cites
The transformation of poisson, binomial and negative-binomial data
ANSCOMBE, F. J. (1948) · Biometrika · doi:10.1093/biomet/35.3-4.246 · Cited by 1,300
Stein's Estimation Rule and its Competitors—An Empirical Bayes Approach
Efron, B., & Morris, C. (1973) · Journal of the American Statistical Association · doi:10.1080/01621459.1973.10481350 · Cited by 981
Self-citation
Cited by
Maximum Likelihood from Incomplete Data Via the EM Algorithm
Dempster, A. P., Laird, N. M., & Rubin, D. B. (1977) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1977.tb01600.x · Cited by 50,444
“Other examples involving the use of point estimates of 4) are found in Mosteller and Wallace (1965), Good (1967) and Efron and Morris (1975).”
BackgroundGelman, A. (2006) · Bayesian Analysis · doi:10.1214/06-ba117a · Cited by 4,050
Estimation of the Mean of a Multivariate Normal Distribution
Stein, C. M. (1981) · The Annals of Statistics · doi:10.1214/aos/1176345632 · Cited by 2,729
Parametric empirical Bayes inference: theory and applications
Morris, C. N. (1983) · Journal of the American Statistical Association · doi:10.1080/01621459.1983.10477920 · Cited by 1,448
Why We (Usually) Don't Have to Worry About Multiple Comparisons
Gelman, A., Hill, J., & Yajima, M. (2012) · Journal of Research on Educational Effectiveness · doi:10.1080/19345747.2011.618213 · Cited by 1,274
Metadata
- Authors
- Efron, B., & Morris, C.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 1975-06
- Volume
- 70
- Issue
- 350
- Pages
- 311-319
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2077788215
- Cited by
- 841
- References
- 2
- FWCI
- 12.38
- Type
- journal article
- Language
- en
- Open access
- closed
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