James–Stein estimator
E1910429
UNEXPLORED
The James–Stein estimator is a statistical shrinkage estimator that improves on the usual sample mean for estimating multiple parameters simultaneously, famously demonstrating that the sample mean can be inadmissible under squared error loss in dimensions three and higher.
All labels observed (1)
| Label | Occurrences |
|---|---|
| James–Stein estimator canonical | 1 |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.