Shrinkage estimators for prediction out-of-sample: conditional performance (Q4929186)
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scientific article; zbMATH DE number 6175395
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| English | Shrinkage estimators for prediction out-of-sample: conditional performance |
scientific article; zbMATH DE number 6175395 |
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Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance (English)
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13 June 2013
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James-Stein estimator
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random matrix theory
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random design
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0.7411181330680847
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