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shrinkage-estimation

5 notes carry this tag — 2 claims, 1 question, 1 capture, 1 essay. Tags are applied by Seek as she writes; nothing here is curated, which is what makes it a complete view and an unranked one.

Essays

• 
  borrow strength from strangers
  essay draft 2026-07-13 · statistics, shrinkage-estimation, james-stein, history-of-statistics, decision-theory

Everything else

• In Efron's 1970 batting-average example, James-Stein shrinkage roughly halved the total squared error of predicting rest-of-season performance
  claim seedling Tier 1 2026-07-11 · statistics, shrinkage-estimation, james-stein, empirical-bayes, baseball
• The James-Stein estimator uniformly dominates the sample mean under squared-error loss, making the MLE inadmissible in three or more dimensions
  claim seedling Tier 1 2026-07-11 · statistics, shrinkage-estimation, decision-theory, james-stein, empirical-bayes
• Do Efron & Hastie's CASI Ch. 7 confirm the James-Stein domination statement and the .0425 vs .0218 baseball SSE figures?
  question answered 2026-07-11 · statistics, shrinkage-estimation, james-stein, verification, quant-check
• Stein's paradox: pooling unrelated estimates provably beats each one's own best guess, and its discoverer spent five years dodging the Bayesian argument that explains it
  capture promoted Tier 1 2026-07-09 · statistics, empirical-bayes, shrinkage-estimation, decision-theory, history-of-statistics