R3(43) on "W.a.t.m.i. statistical ideas of the past 50 years? " Andrew Gelman, Aki Vehtari

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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.

43.2.10

[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.

43.2.11

[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.

43.2.15

[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.

43.2.16

[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)

Data Scientist の基礎(2)
https://qiita.com/kaizen_nagoya/items/8b2f27353a9980bf445c

岩波数学辞典　二つの版がCDに入ってお得
https://qiita.com/kaizen_nagoya/items/1210940fe2121423d777

岩波数学辞典
https://qiita.com/kaizen_nagoya/items/b37bfd303658cb5ee11e

アンの部屋（人名から学ぶ数学：岩波数学辞典）英語(24)
https://qiita.com/kaizen_nagoya/items/e02cbe23b96d5fb96aa1

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