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The American Statistician Volume 42, 1988 - Issue 2
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Commentary

James-Stein Estimation from an Alternative Perspective

Jerome P. Keating Division of Mathematics, Computer Science, and Statistics, University of Texas, San Antonio, Texas, 78284, USA
&
Robert L. Mason Statistical Analysis Section, Southwest Research Institute, San Antonio, Texas, 78284, USA
Pages 160-164 | Received 01 Apr 1987, Published online: 27 Feb 2012

References

  • Efron , B. and Morris , C. 1973 . “Stein's Estimation Rule and Its Competitors–An Empirical Bayes Approach” . Journal of the American Statistical Association , 68 : 117 – 130 .
  • James , W. and Stein , C. “Estimation With Quadratic Loss” . Proceedings of the Fourth Berkeley Symposium (Vol. 1) . Edited by: Neyman , J. pp. 361 – 379 . Berkeley and Los Angeles : University of California Press .
  • Keating , J. P. 1983 . “Estimators of Percentiles Based on Absolute Loss” . Communications in Statistics, Part A–Theory and Methods , 12 : 441 – 447 .
  • Keating , J. P. and Mason , R. L. 1985 . “Practical Relevance of an Alternative Criterion in Estimation” . The American Statistician , 39 : 203 – 205 .
  • Patil , G. P. , Boswell , M. T. and Ratnaparkhi , M. V. 1985 . Univariate Continuous Models , Burtonsville , MD : International Cooperative Publishing House .
  • Pitman , E. J. G. 1937 . “The Closest Estimates of Statistical Parameters” . Proceedings of the Cambridge Philosophical Society , 33 : 212 – 222 .
  • Rao , C. R. 1973 . Linear Statistical Inference and Its Applications, , 2nd ed. , New York : John Wiley .
  • Rao , C. R. 1976 . “Estimation of Parameters in a Linear Model” . The Annals of Statistics , 4 : 1023 – 1037 .
  • Rao , C. R. 1981 . “Some Comments on the Minimum Mean Square Error as a Criterion of Estimation” . In Statistics and Related Topics , Edited by: Cs , M. , örgoDawson , D. , Rao , J. and Saleh , A. 123 – 143 . Amsterdam : North-Holland .
  • Rao , C. R. , Keating , J. P. and Mason , R. L. 1986 . “The Pitman Nearness Criterion and Its Determination” . Communications in Statistics, Part A–Theory and Methods , 15 : 3173 – 3191 .
  • Stein , C. “Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution” . Proceedings of the Third Berkeley Symposium (Vol. 1) . Edited by: Neyman , J. pp. 197 – 206 . Berkeley and Los Angeles : University of California Press .
  • Stein , C. M. 1981 . “Estimation of the Mean of a Multivariate Normal Distribution” . The Annals of Statistics , 9 : 1135 – 1151 .

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