James–Stein estimator: Difference between revisions

→‎The James–Stein estimator: this formula was inconsistent with the previous one: (m-3) and m \ge 4 had to be wrong.
m (avoid unnec redirect)
(→‎The James–Stein estimator: this formula was inconsistent with the previous one: (m-3) and m \ge 4 had to be wrong.)
:<math>
\widehat{\boldsymbol \theta}_{JS} =
\left( 1 - \frac{(m-32) \sigma^2}{\|{\mathbf y} - {\boldsymbol\nu}\|^2} \right) ({\mathbf y}-{\boldsymbol\nu}) + {\boldsymbol\nu}, \qquad m\ge 43.
</math>