Exciting Statistical Publication

OK, so maybe be this isn’t interesting to anyone outside of statistics, but it is a meaningful development for statistical estimates based on high-dimensional data.

“Shrinkage” estimates are not new (and not a Seinfeld reference), but this result considerably extends their usefulness.


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Are the shrinkage estimates changed by pooling data?

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Hi Dan
I had forgotten about Eigen vectors. Here is a video that reviews them.

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Pooling data will always change your estimates,. Whether that is good or bad depends on the purpose and how you go about doing it.

I’m on mobile today, but I will give the article a more careful read when I can.

Fun stuff, and some pretty cool applications.

Eigenvalues: You must give in to the Matrix.


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