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Zapiski Nauchnykh Seminarov LOMI, 1977, Volume 74, Pages 4–65 (Mi znsl2914)  
This article is cited in 88 scientific papers (total in 88 papers)

Lectures on multivariate estimation theory

С. Stein
Full-text PDF (2111 kB) Citations (88)
Abstract: The first three lectures deal with estimation of the mean of multidimensional normal distribution with respect to quadratic loss function. The James–Stein estimate is introduced and some relations between this and Bayes approach are discussed. Then problems of estimating the normal соvariance matrix and the entropy of multinomial distribution are studied. At last some related topics are discussed and several unsolved problems are proposed.
English version:
Journal of Soviet Mathematics, 1986, Volume 34, Issue 1, Pages 1373–1403
DOI: https://doi.org/10.1007/BF01085007
Bibliographic databases:
UDC: 519.281
Language: Russian
Citation: С. Stein, “Lectures on multivariate estimation theory”, Studies in the statistical estimation theory. Part I, Zap. Nauchn. Sem. LOMI, 74, "Nauka", Leningrad. Otdel., Leningrad, 1977, 4–65; J. Soviet Math., 34:1 (1986), 1373–1403
Citation in format AMSBIB
\Bibitem{Ste77}
\by С.~Stein
\paper Lectures on multivariate estimation theory
\inbook Studies in the statistical estimation theory. Part~I
\serial Zap. Nauchn. Sem. LOMI
\yr 1977
\vol 74
\pages 4--65
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl2914}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=501548}
\zmath{https://zbmath.org/?q=an:0421.62036|0593.62049}
\transl
\jour J. Soviet Math.
\yr 1986
\vol 34
\issue 1
\pages 1373--1403
\crossref{https://doi.org/10.1007/BF01085007}
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    • This publication is cited in the following 88 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Записки научных семинаров ПОМИ
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