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\newblock Stein's paradox in statistics.
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\newblock Statistical tests, {$P$} values, confidence intervals, and power: a
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\bibitem[\protect\citeauthoryear{James and Stein}{James and
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\newblock Estimation with quadratic loss.
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\bibitem[\protect\citeauthoryear{Lindley}{Lindley}{1957}]{lindley57}
Lindley, D. (1957).
\newblock A statistical paradox.
\newblock {\em Biometrika\/}~{\em 44}, 187--192.
\newblock See also \citet{bartlett57}.

\bibitem[\protect\citeauthoryear{MacKay}{MacKay}{2009}]{MacKay09}
MacKay, D. (2009).
\newblock {\em Sustainable Energy -- Without the Hot Air}.
\newblock Cambridge, UK: UIT Cambridge Ltd.
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\bibitem[\protect\citeauthoryear{Mardia, Kent, and Bibby}{Mardia
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\newblock {\em Multivariate Analysis}.
\newblock London, UK: Harcourt Brace \& Co.

\bibitem[\protect\citeauthoryear{Morey, Hoekstra, Rouder, Lee, and
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Morey, R., R.~Hoekstra, J.~Rouder, M.~Lee, and E.-J. Wagenmakers (2016).
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\newblock {\em Psychonomic Bullentin \& Review\/}~{\em 23\/}(1), 103--123.

\bibitem[\protect\citeauthoryear{O'Hagan and Forster}{O'Hagan and
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\newblock {\em Bayesian Inference\/} (2nd ed.), Volume~2b of {\em Kendall's
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\newblock London: Edward Arnold.

\bibitem[\protect\citeauthoryear{Robert}{Robert}{2007}]{robert07}
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\newblock {\em The Bayesian Choice: From Decision-Theoretic Foundations to
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\newblock New York, USA: Springer.

\bibitem[\protect\citeauthoryear{Rubin}{Rubin}{1984}]{rubin84}
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\newblock Bayesianly justifiable and relevant frequency calculations for the
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\newblock {\em The Annals of Statistics\/}~{\em 12\/}(4), 1151--1172.

\bibitem[\protect\citeauthoryear{Samworth}{Samworth}{2012}]{samworth12}
Samworth, R. (2012).
\newblock Stein's paradox.
\newblock {\em Eureka\/}~{\em 62}, 38--41.
\newblock Available online at
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\bibitem[\protect\citeauthoryear{Savage et~al.}{Savage et~al.}{1962}]{savage62}
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\newblock {\em The Foundations of Statistical Inference}.
\newblock London, UK: Methuen.

\bibitem[\protect\citeauthoryear{Schervish}{Schervish}{1995}]{schervish95}
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\newblock {\em Theory of Statistics}.
\newblock New York NY, USA: Springer.
\newblock Corrected 2nd printing, 1997.

\bibitem[\protect\citeauthoryear{Smith}{Smith}{2010}]{smith10}
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\newblock {\em Bayesian Decision Analysis: Principle and Practice}.
\newblock Cambridge, UK: Cambridge University Press.

\bibitem[\protect\citeauthoryear{Stein}{Stein}{1956}]{stein56}
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\newblock Inadmissibility of the usual estimator for the mean of a multivariate
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\bibitem[\protect\citeauthoryear{van~der Vaart}{van~der
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\newblock {\em Asymptotic Statistics}.
\newblock Cambridge, UK: Cambridge University Press.

\bibitem[\protect\citeauthoryear{Wasserstein and Lazar}{Wasserstein and
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\bibitem[\protect\citeauthoryear{Wilks}{Wilks}{1938}]{Wilks:1938}
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\newblock The large-sample distribution of the likelihood ratio for testing
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\newblock {\em The Annals of Mathematical Statistics\/}~{\em 9\/}(1), 60--62.

\bibitem[\protect\citeauthoryear{Wood}{Wood}{2017}]{wood17}
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\newblock {\em Generalized Linear Models: An Introduction with R\/} (2nd ed.).
\newblock Boca Raton FL, USA: CRC Press.

\bibitem[\protect\citeauthoryear{Young and Smith}{Young and
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\end{thebibliography}
