Predicting a Multitude of Time Series

Analysis of Inventory Systems.

1964 • 2,414 citations

Estimation with Quadratic Loss

1992 • 2,391 citations

Bayes Estimates for the Linear Model

1972 • 1,875 citations

INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

1956 • 1,847 citations

Smoothing, Forecasting and Prediction of Discrete Time Series.

1964 • 990 citations

Stein's Estimation Rule and its Competitors—An Empirical Bayes Approach

1973 • 860 citations

Data Analysis Using Stein's Estimator and its Generalizations

1975 • 825 citations

Prediction and Regulation by Linear Least-Square Methods

1964 • 368 citations

Proper Bayes Minimax Estimators of the Multivariate Normal Mean

1971 • 318 citations

Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

1971 • 283 citations

An algorithm for the exact likelihood of a mixed autoregressive-moving average process

1979 • 276 citations

Limiting the Risk of Bayes and Empirical Bayes Estimators—Part II: The Empirical Bayes Case

1972 • 261 citations

Empirical Bayes on vector observations: An extension of Stein's method

1972 • 221 citations

Combining Possibly Related Estimation Problems

1973 • 175 citations

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

1976 • 168 citations

Prediction and Regulation by Linear Least-Squares Methods.

1984 • 159 citations

Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

1976 • 157 citations

Minimax Estimators of the Mean of a Multivariate Normal Distribution

1975 • 157 citations

Limiting the Risk of Bayes and Empirical Bayes Estimators—Part I: The Bayes Case

1971 • 144 citations

Smoothing, Forecasting and Prediction of Discrete Time Series.

1964 • 113 citations

Minimax Estimation of Location Vectors for a Wide Class of Densities

1975 • 104 citations

Empirical Bayes Estimation

1972 • 93 citations

Proper Bayes Minimax Estimators of the Multivariate Normal Mean Vector for the Case of Common Unknown Variances

1973 • 85 citations

Studies in Bayesian Econometrics and Statistics. In Honor of Leonard J. Savage.

1976 • 73 citations

Repeated Measurements on Autoregressive Processes

1978 • 60 citations

Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)

1975 • 56 citations

Minimax Estimation of Location Parameters for Spherically Symmetric Unimodal Distributions Under Quadratic Loss

1978 • 54 citations

The first-order moving average process

1974 • 52 citations

Predicting Demand from Sales Data in the Presence of Stockouts

1978 • 51 citations

Combining Independent Normal Mean Estimation Problems with Unknown Variances

1976 • 40 citations

Shrinking Towards Subspaces in Multiple Linear Regression

1982 • 28 citations

Admissibility of Procedures in Two-Dimensional Location Parameter Problems

1974 • 27 citations

Admissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector

1976 • 23 citations

Admissibility in Statistical Problems Involving a Location or Scale Parameter

1974 • 23 citations

On the Variability of Demand for Families of Items

1974 • 20 citations

Inadmissibility Results for Generalized Bayes Estimators of Coordinates of a Location Vector

1976 • 10 citations