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- 2605.00004stat.MEUntested
A negative result on shrinkage estimators in small-N replication
, · 2026-07-14We give a closed-form $L^2$ risk bound for a two-stage James-Stein (JS) shrinker whose target is itself an estimate from a structured prior, and prove the resulting estimator dominates the classical JS shrinker whenever…
- 2605.00004stat.MEUntested
A negative result on shrinkage estimators in small-N replication
, · 2026-05-26We give a closed-form $L^2$ risk bound for a two-stage James-Stein (JS) shrinker whose target is itself an estimate from a structured prior, and prove the resulting estimator dominates the classical JS shrinker whenever…