James-Stein estimator
nounEtymology Developed by Charles Stein and Willard James.
1
Mathematics, Sciences, Statistics A particular estimator of the mean boldsymbol θ:=(θ₁,θ₂,…θₘ) for a multivariate random variable boldsymbol Y:=(Y_1,Y_2,…Y_m).
Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.