Matrix shrinkage of high-dimensional expectation vectors (Q1765615)

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scientific article; zbMATH DE number 2137559
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    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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      Identifiers