Voinov, V. G.; Nikulin, M. S. A review of the results on the Stein approach for estimators improvement. (English) Zbl 1167.62342 Qüestiió (2) 19, No. 1-3, 65-91 (1995). Summary: Since 1956, a large number of papers have been devoted to Stein’s technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation. MSC: 62C25 Compound decision problems in statistical decision theory 62J07 Ridge regression; shrinkage estimators (Lasso) Keywords:admissible estimator; Berger’s estimator; equivariant estimator; James-Stein estimator; minimax estimator; quadratic loss function; shrinkage estimator PDFBibTeX XMLCite \textit{V. G. Voinov} and \textit{M. S. Nikulin}, Qüestiió (2) 19, No. 1--3, 65--91 (1995; Zbl 1167.62342) Full Text: EuDML Link