Matrix shrinkage of high-dimensional expectation vectors (Q1765615)
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scientific article; zbMATH DE number 2137559
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| English | Matrix shrinkage of high-dimensional expectation vectors |
scientific article; zbMATH DE number 2137559 |
Statements
Matrix shrinkage of high-dimensional expectation vectors (English)
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23 February 2005
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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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0.8622158765792847
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0.8092089891433716
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0.8080857992172241
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0.7940894365310669
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0.7853304147720337
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