James-stein Estimation
James-Stein Estimation is a shrinkage estimation method in statistical inference that improves upon maximum likelihood estimation by jointly adjusting individual parameter estimates toward a common mean, thereby achieving lower overall risk in multivariate normal settings with three or more parameters.
168
Publications
14.1K
Citations
224
Authors
142
Institutions
Publications per year
2017–2026
19
Parents
168
Estimation of the Mean of a Multivariate Normal Distribution
Charles Stein · The Annals of Statistics · 1981 · 2.8K citations · Full text
1–5 of 168
224
University of North Carolina at Chapel Hill, United States
7 publications · 155 citations
7
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7
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Rutgers, The State University of New Jersey, United States
6 publications · 199 citations
6
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6
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5
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1–5 of 224
142
University of North Carolina at Chapel Hill
Chapel Hill, United States
7 h-index
7 publications
126 citations
Stanford University
Stanford, United States
6 h-index
8 publications
1.8K citations
The University of Tokyo
Tokyo, Japan
6 h-index
7 publications
179 citations
Purdue University West Lafayette
West Lafayette, United States
5 h-index
7 publications
147 citations
Rutgers, The State University of New Jersey
New Brunswick, United States
5 h-index
7 publications
256 citations
Iowa State University
Ames, United States
4 h-index
4 publications
330 citations
RAND Corporation
Santa Monica, United States
4 h-index
4 publications
1.3K citations

Cornell University
Ithaca, United States
4 h-index
6 publications
1.2K citations
1–8 of 142
16 publications · 3.8K citations
14
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17 publications · 3.7K citations
14
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11 publications · 281 citations
11
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7 publications · 152 citations
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CJS · 7 publications · 303 citations
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