Lectures on the theory of estimation of many parameters

L. D. Brown, ?Admissible estimators, recurrent diffusions, and insoluble boundary-value problems,? Ann. Math. Stat.,42, 3, 855?903 (1971).

W. James and C. Stein, ?Estimation with quadratic loss,? Proc. 4th Berkeley Symposium on Math. Stat. and Prob. (1960), pp. 361?379.

J. Saks, ?Generalized Bayes solutions in estimation problems,? Ann. Math. Stat.,34, 751?768 (1963).

C. R. Blyth, ?On minimax statistical decision procedures and their admissibility,? Ann. Math. Stat.,22, 22?42 (1951).

C. Stein, ?Estimation of the mean of a multivariate normal distribution,? Proc. Prague Symposium on Asymptotic Statistics (1973), pp. 345?381.

C. Stein, ?Confidence sets for the mean of a multivariate normal distribution,? J. R. Stat. Soc., Ser. B,24, 265?296 (1962).

F. Yates, ?The recovery of interblock information in varietal trials arranged in three-dimensional lattices,? Ann. Eugenics,9, 136?158 (1939).

F. Yates, ?The recovery of interblock information in balanced incomplete block designs,?10, 317?325 (1940).

Research Papers in Statistics, Festschrift for J. Neyman, Wiley, New York (1966).

D. Blackwell, ?On the translation parameter problem for discrete variable,? Ann. Math. Stat.,22, 3, 393?399 (1951).

C. Stein, ?Inadmissibility of the usual estimator for the mean of multivariate normal distribution,? Proc. 3rd Berkeley Symposium,1 (1956), pp. 197?206.

H. Robbins, ?Asymptotically subminimax solution of compound statistical decision problem,? Proc. 2nd Berkeley Symposium on Math. Stat. and Prob. (1951), pp. 131?148.

H. Robbins, ?The empirical Bayes approach to statistics,? Proc. 3rd Berkeley Symposium on Math. Stat. and Prob.,1 (1955), pp. 157?164.

J. Berger, ?Tail minimaxity in location vector problem and its application,? Ann. Stat.,4, 1, 33?50 (1976).

B. Efron and C. Morris, ?Empirical Bayes estimation on vector observation ? an extension of Stein's method,? Biometrika,59, 335?347 (1972).