R3(References on References on References) on "W.a.t.m.i. (What are the most important) statistical ideas of the past 50 years? " Andrew Gelman, Aki Vehtari(22)
R3(References on References on References) on "W.a.t.m.i. (What are the most important) statistical ideas of the past 50 years? " Andrew Gelman, Aki Vehtari(0)
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
Reference
22
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B. Efron, C. Morris
Mathematics
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Abstract The first part of this article considers the Bayesian problem of estimating the mean, θ, of a normal distribution when the mean itself has a normal prior. The usual Bayes estimator for this…
22.1.2
A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean
J. Berger
Mathematics
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It is observed that in selecting an alternative to the usual maximum likelihood estimator, 6', of a multivariate normal mean, it is important to take into account prior information. Prior information…
22.1.3
On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
D. Dey, J. Berger
Mathematics
1983
Abstract In estimating a multivariate normal mean θ = (θ1, …, θ k ) t under sum of squares error loss, it is well known that Stein estimators improve upon the usual estimator (in terms of expected…
22.1.4
Robust empirical bayes analyses of event rates
D. Gaver, I. O'Muircheartaigh
Mathematics
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A collection of I similar items generates point event histories; for example, machines experience failures or operators make mistakes. Suppose the intervals between events are modeled as iid…
22.1.5
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A. O'Hagan
Mathematics
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22.1.6
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Mathematics, Medicine
Biometrika
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TLDR
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22.1.7
Parametric Empirical Bayes Inference: Theory and Applications
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Mathematics
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Abstract This article reviews the state of multiparameter shrinkage estimators with emphasis on the empirical Bayes viewpoint, particularly in the case of parametric prior distributions. Some…
22.1.8
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22.1.9
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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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