Talk:James-Stein estimator

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Mathematics rating:	B Class	Mid Priority	Field: Probability and statistics
Please update this rating as the article progresses, or if the rating is inaccurate. Click to show/hide comments. Please add to or update the comments to suggest improvements to the article. --Cronholm144 03:57, 16 June 2007 (UTC)

Is the assumption of equal variances fundamental to this? Should say one way or another. —The preceding unsigned comment was added by 65.217.188.20 (talk) .

Thanks for the comment. The assumption of equal variances is not required. I will add some information about this shortly. --Zvika 19:29, 27 September 2006 (UTC)

Thanks for the great article on the James-Stein estimator. I think you may also want to mention the connection to Emprirical Bayes methods (e.g., as discsussed by Effron and Morris in their paper "Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach"). Personally, I found the Empirical Bayes explanation provided some very useful intuition to the "magic" of this estimator. —Preceding unsigned comment added by 131.239.52.20 (talk) 17:54, 18 April 2007 (UTC)

Thanks for the compliment! Your suggestion sounds like a good idea. User:Billjefferys recently suggested a similar addition to the article Stein's example, but neither of us has gotten around to working on it yet. --Zvika 07:55, 19 April 2007 (UTC)