Rethinking Mean Square Error: Information, Generalized Estimation, and the James-Stein Paradox
[Submitted on 11 Dec 2024 (v1), last revised 15 Jul 2026 (this v
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2024-12-11
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via math.ST updates on arXiv.org
arXiv:2412.08475v3 Announce Type: replace Abstract: The James-Stein estimator's dominance over maximum likeli…
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