Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
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Publication:1623798
DOI10.1016/j.csda.2014.10.018OpenAlexW1990974373MaRDI QIDQ1623798
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.4726
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)
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Uses Software
Cites Work
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