.. _sphx_glr_api_gallery_statistics_shrinkage:

Shrinkage estimation
--------------------

The James-Stein estimator and Stein's paradox.


.. raw:: html

  <div id='sg-tag-list' class='sphx-glr-tag-list'></div>


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    <div class="sphx-glr-thumbnails">

.. thumbnail-parent-div-open

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    <div class="sphx-glr-thumbcontainer" tooltip="Estimates p unrelated normal means from one observation each. Shrinking all the observations toward zero by the James-Stein factor lowers the total squared error for every p &gt;= 3, even though no single observation carries information about the others.">

.. only:: html

  .. image:: /api/gallery/statistics/shrinkage/images/thumb/sphx_glr_plot_01_james_stein_thumb.png
    :alt:

  :doc:`/api/gallery/statistics/shrinkage/plot_01_james_stein`

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      <div class="sphx-glr-thumbnail-title">Stein's paradox</div>
    </div>


.. thumbnail-parent-div-close

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    </div>


.. toctree::
   :hidden:

   /api/gallery/statistics/shrinkage/plot_01_james_stein