James–Stein estimator

GPTKB entity

Statements (24)
Predicate Object
gptkbp:instanceOf gptkb:statistician
shrinkage estimator
empirical Bayes method
biased estimator
gptkbp:appliesTo gptkb:multivariate_normal_distribution
gptkbp:category statistical inference
point estimation
gptkbp:compatibleWith gptkb:univariate_normal_distribution
gptkbp:dimensions dimension three or higher
gptkbp:hasProperty dominates sample mean under squared error loss
inadmissible sample mean
https://www.w3.org/2000/01/rdf-schema#label James–Stein estimator
gptkbp:improves sample mean
gptkbp:introducedIn 1961
gptkbp:proposedBy gptkb:Charles_Stein
Willard James
gptkbp:reduces mean squared error
gptkbp:relatedTo gptkb:Stein's_paradox
gptkbp:usedFor estimating mean of multivariate normal distribution
gptkbp:usedIn gptkb:estimation_theory
statistics
gptkbp:bfsParent gptkb:Stein's_paradox
gptkb:Stein_estimator
gptkbp:bfsLayer 7