Minimax estimators in the normal MANOVA model

Estimation of the Mean of a Multivariate Normal Distribution

Charles Stein · The Annals of Statistics · 1981 · 2.8K citations · Full text

Natural Sciences, Mathematics, Probability Theory +15

A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

Alvin Baranchik · The Annals of Mathematical Statistics · 1970 · 303 citations · Full text

Natural Sciences, Mathematics, Probability Theory +10

An identity for the Wishart distribution with applications

L. R. Haff · Journal of Multivariate Analysis · 1979 · 189 citations

Natural Sciences, Industrial Engineering, Probability Theory +6

Multivariate Empirical Bayes and Estimation of Covariance Matrices

Bradley Efron, Carl N. Morris · The Annals of Statistics · 1976 · 172 citations · Full text

Natural Sciences, Biostatistics, Bayesian Data Analysis +16

Families of Minimax Estimators of the Mean of a Multivariate Normal Distribution

Bradley Efron, Carl N. Morris · The Annals of Statistics · 1976 · 168 citations · Full text

Natural Sciences, Mathematics, Probability Theory +10