{"title":"结合可能相关的估计问题","authors":"B. Efron, C. Morris","doi":"10.1111/J.2517-6161.1973.TB00968.X","DOIUrl":null,"url":null,"abstract":"SUMMARY We have two sets of parameters we wish to estimate, and wonder whether the James-Stein estimator should be applied separately to the two sets or once to the combined problem. We show that there is a class of compromise estimators, Bayesian in nature, which will usually be preferred to either alternative. \"The difficulty here is to know what problems are to be combined togetherwhy should not all our estimation problems be lumped together into one grand melee ?\" GEORGE BARNARD commenting on the James-Stein estimator, 1962.","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"46 1","pages":"379-402"},"PeriodicalIF":0.0000,"publicationDate":"1973-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"155","resultStr":"{\"title\":\"Combining Possibly Related Estimation Problems\",\"authors\":\"B. Efron, C. Morris\",\"doi\":\"10.1111/J.2517-6161.1973.TB00968.X\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"SUMMARY We have two sets of parameters we wish to estimate, and wonder whether the James-Stein estimator should be applied separately to the two sets or once to the combined problem. We show that there is a class of compromise estimators, Bayesian in nature, which will usually be preferred to either alternative. \\\"The difficulty here is to know what problems are to be combined togetherwhy should not all our estimation problems be lumped together into one grand melee ?\\\" GEORGE BARNARD commenting on the James-Stein estimator, 1962.\",\"PeriodicalId\":17425,\"journal\":{\"name\":\"Journal of the royal statistical society series b-methodological\",\"volume\":\"46 1\",\"pages\":\"379-402\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1973-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"155\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the royal statistical society series b-methodological\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1111/J.2517-6161.1973.TB00968.X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the royal statistical society series b-methodological","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/J.2517-6161.1973.TB00968.X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
SUMMARY We have two sets of parameters we wish to estimate, and wonder whether the James-Stein estimator should be applied separately to the two sets or once to the combined problem. We show that there is a class of compromise estimators, Bayesian in nature, which will usually be preferred to either alternative. "The difficulty here is to know what problems are to be combined togetherwhy should not all our estimation problems be lumped together into one grand melee ?" GEORGE BARNARD commenting on the James-Stein estimator, 1962.
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