From unit root to Stein's estimator to Fisher's k statistics: If you have a moment, I can tell you more

Statistical Science

Volumn 20, Issue 2, 2005, Pages 141-162

  Meng, Xiao Li ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

AR(1) model; Bias; Bridge sampling; Efron Morris estimator; Fractional derivative; History of statistics; James Stein estimator; Laplace transform; Normalizing constants; R. A. Fisher; Unit root; Wiener process

Indexed keywords

EID: 24944549133     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/088342304000000279     Document Type: Article

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