A Taylor Series Derivation of Stein Estimators

作者: William Strawderman , George Casella

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参考文章(1)
Charles Stein, Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability, Volume 1: Contributions to the Theory of Statistics. pp. 197- 206 ,(1956)