The story
Developed by Charles Stein and Willard James.
Etymology from Wiktionary, CC BY-SA 4.0.
James-Stein estimator
Today it means: A particular estimator of the mean boldsymbol θ:=(θ₁,θ₂,…θₘ) for a multivariate random variable boldsymbol Y:=(Y_1,Y_2,…Y_m). Full definition →