Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance (Q4929186)

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scientific article; zbMATH DE number 6175395
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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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