Optimal shrinkage estimator for high-dimensional mean vector (Q1733270)
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scientific article
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| English | Optimal shrinkage estimator for high-dimensional mean vector |
scientific article |
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Optimal shrinkage estimator for high-dimensional mean vector (English)
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21 March 2019
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large-dimensional asymptotics
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mean vector estimation
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random matrix theory
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shrinkage estimator
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0.8493959903717041
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0.8277347087860107
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0.824427604675293
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0.8092089891433716
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