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> Are there really any pure frequentists post Stein's paradox? What does that have to do with anything? If one cares about that using a shrinkage estimator is
by kgwgk 7mo ago
> Are there really any pure frequentists post Stein's paradox?
What does that have to do with anything? If one cares about that using a shrinkage estimator is an option which maintains the frequentist purity.
- jmalicki 7mo agoThere is some frequentist procedure there, but it seems hard to not recognize the deep connection to Bayesian statistics and wonder if you should begin to question your baseline assumptions. Since the entire justification for using a shrinkage estimator has a whole lot more in common with the foundations of Bayesian statistics than it does with the foundations of frequentist stats. Purist frequentists using a shrinkage estimator looks a lot like heliocentric Ptolemic astronomy.