Xi'an's Og

Sadly, it is only with Bill’s passing away that I became aware he had very recently written a book on Stein estimation with Yuzo Maruyama and Tatsuya Kubokawa (a coauthor of mine’s whom I met in 1989 during a summer visit at Carleton University, Ottawa). I have not read it in detail despite its brevity but it is centred on estimating  the mean vector of a multivariate normal distribution with the first chapter describing the inadmissibility of the MLE/best equivariant estimator, the second chapter providing results on admissibility, inadmissibility and minimaxity of (generalized) Bayes estimators for a known variance as in Strawderman (1971) and the third chapter expanding to the unknown scale case.

This entry was posted on October 16, 2024 at 12:24 am and is filed under Books, pictures, Statistics, Travel, University life with tags book review, James-Stein estimator, location-scale parameterisation, normal mean, Rutgers University, springer, Stein effect, William Strawderman. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.