JSTOR Daily

SECOND-ORDER STEIN: SURE FOR SURE AND OTHER APPLICATIONS IN HIGH-DIMENSIONAL INFERENCE

The Annals of Statistics, Vol. 49, No. 4, Memorial issue for Charles Stein (August 2021), pp. 1864-1903 (40 pages) Stein’s formula states that a random variable of the form zT f (z) − div f(z) is mean ...