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Stein estimation – a review. (English) Zbl 1047.62506

From the text: The paper contains a review of 131 papers discussing a number of problems of shrinkage estimation for vector parameters.

MSC:

62H12 Estimation in multivariate analysis
62J07 Ridge regression; shrinkage estimators (Lasso)
62C15 Admissibility in statistical decision theory
62F10 Point estimation
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References:

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