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  2. Shrinkage (statistics) - Wikipedia

    en.wikipedia.org/wiki/Shrinkage_(statistics)

    The term relates to the notion that the improved estimate is made closer to the value supplied by the 'other information' than the raw estimate. In this sense, shrinkage is used to regularize ill-posed inference problems. Shrinkage is implicit in Bayesian inference and penalized likelihood inference, and explicit in James–Stein-type

  3. Sales variance - Wikipedia

    en.wikipedia.org/wiki/Sales_variance

    There are two reasons actual sales can vary from planned sales: either the volume sold varied from the expected quantity, known as sales volume variance, or the price point at which units were sold differed from the expected price points, known as sales price variance. Both scenarios could also simultaneously contribute to the variance.

  4. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    This algorithm can easily be adapted to compute the variance of a finite population: simply divide by n instead of n − 1 on the last line.. Because SumSq and (Sum×Sum)/n can be very similar numbers, cancellation can lead to the precision of the result to be much less than the inherent precision of the floating-point arithmetic used to perform the computation.

  5. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    The shrinkage estimator can be generalized to a multi-target shrinkage estimator that utilizes several targets simultaneously. [11] Software for computing a covariance shrinkage estimator is available in R (packages corpcor [ 12 ] and ShrinkCovMat [ 13 ] ), in Python ( scikit-learn library [1] ), and in MATLAB .

  6. Principal component regression - Wikipedia

    en.wikipedia.org/wiki/Principal_component_regression

    The variance expressions above indicate that these small eigenvalues have the maximum inflation effect on the variance of the least squares estimator, thereby destabilizing the estimator significantly when they are close to . This issue can be effectively addressed through using a PCR estimator obtained by excluding the principal components ...

  7. Variance reduction - Wikipedia

    en.wikipedia.org/wiki/Variance_reduction

    The variance of randomly generated points within a unit square can be reduced through a stratification process. In mathematics , more specifically in the theory of Monte Carlo methods , variance reduction is a procedure used to increase the precision of the estimates obtained for a given simulation or computational effort. [ 1 ]

  8. Target CFO: Shrink, or retail theft, is still a significant ...

    www.aol.com/finance/target-cfo-shrink-retail...

    Inventory shrink, including retail theft, is still weighing on Target . In 2023, Target faced multiple headwinds, as tightening financial conditions dragged down its top and bottom lines.

  9. James–Stein estimator - Wikipedia

    en.wikipedia.org/wiki/James–Stein_estimator

    A consequence of the above discussion is the following counterintuitive result: When three or more unrelated parameters are measured, their total MSE can be reduced by using a combined estimator such as the James–Stein estimator; whereas when each parameter is estimated separately, the least squares (LS) estimator is admissible. A quirky ...