Stein's Unbiased Risk Estimate
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Stein's Unbiased Risk Estimate

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High Quality Content by WIKIPEDIA articles! In statistics, Stein's unbiased risk estimate (SURE) is an unbiased estimator of the mean-squared error of a given estimator, in a deterministic estimation scenario. In other words, it provides an indication of the accuracy of a given estimator. This is important since, in deterministic estimation, the true mean-squared error of an estimator generally depends on the value of the unknown parameter, and thus cannot be determined completely. The technique is named after its discoverer, Charles Stein.