Concepedia

James-stein Rule

The James-Stein Rule is an estimation method in statistical inference that belongs to the class of shrinkage estimators, distinguished by its ability to dominate the maximum likelihood estimator in terms of mean squared error when estimating multiple parameters simultaneously under Gaussian assumptions.

130

Publications

11.8K

Citations

189

Authors

115

Institutions

Publications per year

2017–2026

14

Parents

Publications

130

Estimation of the Mean of a Multivariate Normal Distribution

Charles Stein · The Annals of Statistics · 1981 · 2.8K citations · Full text

, , +15

Estimates of Income for Small Places: An Application of James-Stein Procedures to Census Data

Robert E. Fay, Roger A. Herriot · Journal of the American Statistical Association · 1979 · 1.3K citations

, , +17

Data Analysis Using Stein's Estimator and its Generalizations

Bradley Efron, Carl N. Morris · Journal of the American Statistical Association · 1975 · 854 citations

, , +16

The Statistical Implications of Pre-Test and Stein-Rule Estimators in Econometrics

Rand R. Wilcox, George G. Judge, Mary Ellen Bock · Technometrics · 1979 · 532 citations

, , +11

Tweedie’s Formula and Selection Bias

Bradley Efron · Journal of the American Statistical Association · 2011 · 387 citations

, , +15

1–5 of 130

Authors

189

  1. PK
    Pranab Kumar Sen

    University of North Carolina at Chapel Hill, United States

    7 publications · 155 citations

    7

    h-index

  2. SE
    S. Ejaz Ahmed

    Brock University, Canada

    5 publications · 75 citations

    5

    h-index

  3. CN
    Carl N. Morris

    RAND Corporation, United States

    5 publications · 1.5K citations

    5

    h-index

  4. WE
    William E. Strawderman

    Rutgers, The State University of New Jersey, United States

    5 publications · 146 citations

    5

    h-index

  5. BE
    Bradley Efron

    Stanford University, United States

    5 publications · 1.7K citations

    5

    h-index

1–5 of 189

Institutions

115

  1. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    6 h-index

    6 publications

    101 citations

  2. Stanford University

    Stanford, United States

    6 h-index

    8 publications

    1.8K citations

  3. RAND Corporation

    Santa Monica, United States

    4 h-index

    4 publications

    1.3K citations

  4. Carleton University

    Ottawa, Canada

    4 h-index

    4 publications

    65 citations

  5. Rutgers, The State University of New Jersey

    New Brunswick, United States

    4 h-index

    7 publications

    580 citations

  6. Purdue University West Lafayette

    West Lafayette, United States

    3 h-index

    4 publications

    70 citations

  7. Iowa State University

    Ames, United States

    3 h-index

    3 publications

    308 citations

  8. The University of Texas at San Antonio

    San Antonio, United States

    3 h-index

    4 publications

    162 citations

1–8 of 115

Venues

  1. The Annals of Statistics

    18 publications · 3.9K citations

    15

    h-index

  2. Journal of the American Statistical Association

    12 publications · 3.2K citations

    12

    h-index

  3. Communication in Statistics- Theory and Methods

    10 publications · 269 citations

    10

    h-index

  4. Technometrics

    7 publications · 995 citations

    7

    h-index

  5. Canadian Journal of Statistics

    CJS · 6 publications · 254 citations

    6

    h-index

1–5