Stein's example

id: stein-s-example-307-2514535
title: Stein's example
text: In decision theory and estimation theory, Stein's example is the observation that when three or more parameters are estimated simultaneously, there exist combined estimators more accurate on average than any method that handles the parameters separately. It is named after Charles Stein of Stanford University, who discovered the phenomenon in 1955. An intuitive explanation is that optimizing for the mean-squared error of a combined estimator is not the same as optimizing for the errors of separat
brand slug: wiki
category slug: encyclopedia
description: Phenomenon in decision theory and estimation theory
original url: https://en.wikipedia.org/wiki/Stein%27s_example
date created:
date modified: 2023-03-01T20:09:42Z
main entity: {"identifier":"Q3895097","url":"https://www.wikidata.org/entity/Q3895097"}
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integrity: 14

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