丸山祐造・久保川達也ほか共著／シュタイン推定
Stein Estimation
SpringerBriefs in Statistics
Maruyama, Yuzo
Kubokawa, Tatsuya
Strawderman, William E.
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This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and (generalized) Bayes estimation.