English Explanatory Dictionary

James-Stein estimator

English dictionary entry

Meanings

noun
  1. A particular estimator of the mean boldsymbol θ:=(θ₁,θ₂,…θₘ) for a multivariate random variable boldsymbol Y:=(Y_1,Y_2,…Y_m).

Word forms

James-Stein estimator James-Stein estimators

Etymology

Developed by Charles Stein and Willard James.

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