Nice video about Stein's paradox.

Last updated on May 26, 2023

This video gives an intuitive explanation why the James-Stein estimator dominates the sample average when the dimension is sufficiently large (greater than 2). Click the image to watch! Special thanks to Alexander, who shared this video with me.

Watch the video

Alberto Bordino
Alberto Bordino
PhD Student in Statistics, Warwick CDT in Statistics

Third-year PhD candidate developing nonparametric, minimax-optimal methods for learning with missing or heterogeneous data.