The James–Stein estimator is a nonlinear estimator which can be shown to dominate, or outperform, the "ordinary" technique. As such, it is the best-known example of Stein's phenomenon. An earlier version of the estimator was developed by Charles Stein, and is sometimes referred to as Stein's estimator. The result was improved by James and Stein in 1961.
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- The James–Stein estimator is a nonlinear estimator which can be shown to dominate, or outperform, the "ordinary" technique. As such, it is the best-known example of Stein's phenomenon. An earlier version of the estimator was developed by Charles Stein, and is sometimes referred to as Stein's estimator. The result was improved by James and Stein in 1961.
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- The James–Stein estimator is a nonlinear estimator which can be shown to dominate, or outperform, the "ordinary" technique. As such, it is the best-known example of Stein's phenomenon. An earlier version of the estimator was developed by Charles Stein, and is sometimes referred to as Stein's estimator. The result was improved by James and Stein in 1961.
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