R3(References on References on References) on "What are the most important statistical ideas of the past 50 years? " Andrew Gelman, Aki Vehtari(43)
R3(0) on "What are the most important statistical ideas of the past 50 years? " Andrew Gelman, Aki Vehtari
https://qiita.com/kaizen_nagoya/items/a8eac9afbf16d2188901
What are the most important statistical ideas of the past 50 years?
Andrew Gelman, Aki Vehtari
https://arxiv.org/abs/2012.00174
References 43
Efron, B., and Morris, C. (1972). Limiting the risk of Bayes and empirical Bayes estimators—Part II: The empirical Bayes case. Journal of the American Statistical Association 67, 130–139.
Reference on 43
43.1
Baranchik, A. 1964. Multiple Regression and Estimation of the Mean of a Multivariate Normal Distribution, TR 51Department of Statistics, Stanford University.
https://purl.stanford.edu/hq883mw7116
https://stacks.stanford.edu/file/druid:hq883mw7116/hq883mw7116_CHE-ONR-51.pdf?download=true
Reference on 43.1
43.1.1
[1] Bhattacharyya, P. K. "Estimating the mean of a multivariate normal population with general quadratic lose function," Technical Report No. 6, 1963.
43.1.2
[2] James, W. and Stein, C. "Estimation with quadratic loss." Fourth Berkeley Symposium, 1960, 361-379.
43.1.3
[3] Stein, C. Riltiplo Regression. Contributions to Probability and Statistics, Stanford, California: Stanford University Press, 1960.
43.1.4
[4] Stein, C. "Inadmissibility of the usual estimator for the mean of a multivariate normal distribution." Third Berkeley Symposium, 1956.
43.2
Baranchik, A. 1970. “A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution,”. Annals of Mathematical Statistics, 41(No. 2): 642–5.
Reference on 43.2
43.2.1
[I] ALAM, KHURSHEED (1973). A family of admissible minimax estimators of the mean of a multivariate normal distribution, Ann. Statist. 1 517-525.
43.2.2
[2] BARANCHIK, A. J. (1964). Multiple regressions and estimation of the mean of a multivariate normal distribution. Technical Report No. 51, Department of Statistics, Stanford Univ.
43.2.3
[3] BARANCHIK, A. J. (1970). A family of minimax estimators of the mean of a multivariate normal distribution. Ann. Math. Statist. 41 642-645.
43.2.4
[4] BROWN, L. D. (1971). Admissible estimators, recurrent diffusions, and insoluble boundary value problems. Ann. Math. Statist. 42 855-903.
43.2.5
[5] EFRON, B., and MORRIS, C. (1972). Limiting the risk of Bayes and empirical Bayes estima-tors-Part IL The empirical Hayes case. J. Amer. Statist. Assoc. 67 130-139.
43.2.6
[6] EFRON, B., and MORRIS, C. (1972). Empirical Bayes on vector observations-An extension of Stein's method. Biometrika 59 335-347.
43.2.7
[7] EFRON, B., and MORRIS, C. (1973). Stein's estimation rule and its competitors-An empirical Bayes approach. J. Amer. Statist. Assoc. 68 117-130.
43.2.8
[8] EFRON, B., and Moaals, C. (1975). Data analysis using Stein's estimator and its generali-zations. J. Amer. Statist. Assoc. 70 311-319.
43.2.9
[9] JAMES, W., and STEIN, C. (1961). Estimation with quadratic loss. Proc. Fourth Berkeley Symp. Math. Statist. Prob. 1 361-379. Univ. of California Press.
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[10] Liri, Pi-Ean, and TSAI, Hui-Ltiolo (1973). Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix. Alm. Statist.1 142-145.
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[II] Lotve, Micnsi, (1963). Probability Theory, 3rd ed. Van Nostrand, Princeton.
43.2.12
[12] SCLOVE, S. L. (1968). Improved estimators for coefficients in linear regression. J. Amer. Statist. Assoc. 63 596-606.
43.2.13
[13] SCLOVE, S. L., MORRIS, C., and RADHAKRISHNAN, R. (1972). Nonoptimality of preliminary-test estimators for the mean of a multivariate normal distribution. Ann. Math. Statist. 43 1481-1490.
43.2.14
[14] STEIN, C. (1955). Inadmissibility of the usual estimator for the mean of a multivariate normal distribution. Proc. Third Berkeley Symp. Math. Statist. Prob.1 197-206. Univ. of California Press.
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[15] STEIN, C. (1966). An approach to the recovery of inter-block information in balanced in-complete block designs, in Festschrift for J. Neyman, 351-366. Wiley, New York.
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[16] STEIN, C. (1973). Estimation of the mean of a multivariate normal distribution. Proc. Prague Symp. Asymptotic Statist. 345-381.
43.2.17
[17] STRAWOERMAN, W. E. (1971). Proper Bayes minimax estimators of the multivariate normal mean, Ann. Math. Statist. 42 385-388.
43.3
Brown, L. 1966. “On the Admissibility of Invariant Estimators of One or More Location Parameters,”. Annals of Mathematical Statistics, 37(No. 5): 1087–136.
43.4
Cogburn, R. 1965. “On the Estimation of a Multivariate Location Parameter with Squared Error Loss,”. In Bernoulli, Bayes, and Laplace Triple Anniversary, Internat. Res. Seminar at Univ. Calif., Berkeley, Edited by: Neyman, J. and Le Cam, L. 24–29. New York: Springer-Verlag.
43.5
Copas, J. 1969. “Compound Decisions and Empirical Bayes,”. Journal of the Royal Statistical Society, Ser. B, 31(No. 3): 397–425. (with discussion)
43.6
Efron, B. and Morris, C. 1971. “Limiting the Risk of Bayes and Empirical Bayes Estimators, Part I: The Bayes Case,”. Journal of the American Statistical Association, 66(No. 336): 807–15.
43.7
Efron, B. and Morris, C. 1970. Limiting the Risk of Bayes and Empirical Bayes Estimators, Part II: The Empirical Bayes Case, Santa Monica, Calif.: The RAND Corporation. R-647-Pr
43.8
James, W. and Stein, C. “Estimation with Quadratic Loss,”. Proceedings of the Fourth Berkeley Symposium. Vol. 1, pp.361–79. Berkeley: University of California Press.
43.9
Kantor, M. 1967. “Estimating the Mean of a Multivariate Normal Distribution with Applications to Time Series and Empirical Bayes Estimation,” Unpublished Columbia University thesis
43.10
Novick, M. R. and Thayer, D. T. 1969. A Comparison of Bayesian Estimates of the True Score, Princeton, New Jersey: Educational Testing Service. RB-69–74
43.11
Stein, C. “Inadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution,”. Proceedings of the Third Berkeley Symposium. Vol. 1, pp.197–206. Berkeley: University of California Press.
43.12
Stein, C. 1962. “Confidence Sets for the Mean of a Multivariate Normal Distribution,”. Journal of the Royal Statistical Society, 24(No. 2): 265–96.
43.13
Stein, C. 1966. “An Approach to the Recovery of Interblock Information in Balanced Incomplete Block Designs,”. In Research Papers in Statistics: Festschrift for J. Neyman, Edited by: David, F. N. 351–66. New York: John Wiley & Sons, Inc..
参考資料(References)
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