Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (Q2637612)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices |
scientific article |
Statements
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matrices (English)
0 references
13 February 2014
0 references
high-dimensional data
0 references
shrinkage estimator
0 references
large p small n
0 references
U-statistics
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
