Recent advances in shrinkage-based high-dimensional inference (Q2062777): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2021.104826 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3198220216 / rank | |||
Normal rank |
Latest revision as of 03:38, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Recent advances in shrinkage-based high-dimensional inference |
scientific article |
Statements
Recent advances in shrinkage-based high-dimensional inference (English)
0 references
3 January 2022
0 references
covariance matrix
0 references
high-dimensional asymptotics
0 references
high-dimensional optimal portfolio
0 references
mean vector
0 references
precision matrix
0 references
random matrix theory
0 references
shrinkage estimation
0 references