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
|