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In page James–Stein estimator:
"* The work of James and Stein has been extended to the case of a general measurement covariance matrix, i.e., where measurements may be statistically dependent and may have differing variances.[2] A similar dominating estimator can be constructed, with a suitably generalized dominance condition. This can be used to construct a linear regression technique which outperforms the standard application of the LS estimator.[2]
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