Geometrical, Algebraic, Functional and Correlation Inequalities Applied in Support of James-Stein Estimator for Multidimensional Projections
نویسندگان
چکیده
منابع مشابه
Empirical Bayes and the James–Stein Estimator
Charles Stein shocked the statistical world in 1955 with his proof that maximum likelihood estimation methods for Gaussian models, in common use for more than a century, were inadmissible beyond simple oneor twodimensional situations. These methods are still in use, for good reasons, but Stein-type estimators have pointed the way toward a radically different empirical Bayes approach to high-dim...
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ژورنال
عنوان ژورنال: Applied and Computational Mathematics
سال: 2018
ISSN: 2328-5605
DOI: 10.11648/j.acm.20180703.14