The stein effect and bayesian analysis: A reexamination

Published

Journal Article

The Stein effect, that one could improve frequentist risk by combining “independent” problems, has long been an intriguing paradox to statistics. We briefly review the Bayesian view of the paradox, and indicate that previous justifications of the Stein effect, through concerns of “Bayesian robustness,” were misleading. In the course of doing so, several existing robust Bayesian and Stein-effect estimators are compared for a variety of situations. © 1986, Taylor & Francis Group, LLC. All rights reserved.

Full Text

Duke Authors

Cited Authors

  • Angers, JF; Berger, JO

Published Date

  • January 1, 1986

Published In

Volume / Issue

  • 15 / 7

Start / End Page

  • 2005 - 2023

Electronic International Standard Serial Number (EISSN)

  • 1532-415X

International Standard Serial Number (ISSN)

  • 0361-0926

Digital Object Identifier (DOI)

  • 10.1080/03610928608829232

Citation Source

  • Scopus