Distribution-Free Shrinkage of High-Dimensional Mean Vector

DOI10.1080/07350015.2026.2638490MaRDI QIDQ7405285zbMATH OpenFDO

Authors Vali Asimit, Ziwei Chen, Nathan Lassance

Publication date 2026

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2026.2638490

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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