Pages that link to "Item:Q2637612"

The following pages link to Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612):

Displaying 5 items.

• Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
• Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
• Robust simultaneous estimation of location parameters (Q2105400) (← links)
• Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
• Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)