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Stein estimation—A review

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Abstract

This paper presents an expository development of Stein estimation in several distribution families. Considered are both the point estimation and confidence interval cases. Specific results for linear regression models are added. Emphasis is laid on the chronological history and on recent results.

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Hoffmann, K. Stein estimation—A review. Statistical Papers 41, 127–158 (2000). https://doi.org/10.1007/BF02926100

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