Recent advances in shrinkage-based high-dimensional inference (Q2062777): Difference between revisions
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Revision as of 06:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recent advances in shrinkage-based high-dimensional inference |
scientific article |
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Recent advances in shrinkage-based high-dimensional inference (English)
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3 January 2022
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covariance matrix
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high-dimensional asymptotics
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high-dimensional optimal portfolio
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mean vector
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precision matrix
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random matrix theory
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shrinkage estimation
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