The James-Stein risk is strictly below the dimension at every finite parameter, but its improvement tends to zero as the mean norm tends to infinity. Strict pointwise domination therefore leaves the supremum risk unchanged.

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  1. James–Stein estimator
  2. Admissible estimator
  3. Admissible decision rule
  4. Risk function
  5. Statistical modelling
  6. Statistical model
  7. Probability and statistics
  8. Area of mathematics
  9. Mathematics
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