Shrinkage and Orthogonal Decomposition

DOI10.1111/1467-9469.00133zbMATH Open0922.62044OpenAlexW2036884394MaRDI QIDQ4255152FDOQ4255152

Authors: Helge Blaker 

Publication date: 10 August 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00133

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zbMATH Keywords

projectionsshrinkage estimatorsStein estimatororthogonal decompositions

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (5)

• Estimators for Gaussian models having a block-wise structure
• Characterization of estimators uniformly shrinking on subspaces
• Matrix shrinkage of high-dimensional expectation vectors
• Shrinkage efficiency bounds
• Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition

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