On Charles Stein’s contributions to (in)admissibility
本文综述了查尔斯·斯坦在估计与检验中关于容许性和非容许性的重要贡献,重点介绍了他发现三维及以上空间中均值通常估计量的非容许性,以及一维和二维中Pitman估计量的容许性,并讨论了均值矩阵和协方差矩阵的估计结果。
Charles Stein made fundamental contributions to admissibility and inadmissibility in estimation and testing. This paper surveys some of the more important ones. Particular attention will be paid to his monumentally important, and at the time, incredibly surprising discovery of the inadmissibility of the usual estimator of the mean in three and higher dimensions. His result on admissibility of Pitman’s estimator of a mean in one and two dimensions, and his results on estimation of a mean matrix and a covariance matrix are also discussed. His work on testing is briefly covered.