Matrix shrinkage of high-dimensional expectation vectors (Q1765615)

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Matrix shrinkage of high-dimensional expectation vectors
scientific article

    Statements

    title
    Matrix shrinkage of high-dimensional expectation vectors (English)
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    publication date
    23 February 2005
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    zbMATH Keywords
    Shrinkage estimators
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    Matrix shrinkage
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    Expectation vectors estimators
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    Large dimensions
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    Identifiers

    Mathematics Subject Classification ID
    62H12
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    62H10
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    62C99
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    zbMATH DE Number
    2137559
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    OpenAlex ID
    W2012428014
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