Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612): Difference between revisions

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Latest revision as of 09:05, 7 July 2024

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Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices
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    Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (English)
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    13 February 2014
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    high-dimensional data
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    shrinkage estimator
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    large p small n
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    U-statistics
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