Shrinkage estimation of higher-order Bochner integrals

DOI10.3150/23-BEJ1692MaRDI QIDQ6589571zbMATH OpenFDO

Authors Saiteja Utpala, Bharath K. Sriperumbudur

Publication date 20 August 2024

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

U-statisticsJames-Stein estimatorBochner integralBernstein's inequalityshrinkage estimationSUREcompletely degenerate

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Linear inference, regression (62Jxx) Multivariate analysis (62Hxx)

Cites work

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• Estimation with quadratic loss.
• Feature selection via dependence maximization
• Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix
• Kernel mean shrinkage estimators
• Limit theorems for \(U\)-processes
• Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss
• Robust estimation of \(U\)-statistics
• Shrinkage Algorithms for MMSE Covariance Estimation
• Stein estimation for spherically symmetric distributions: recent developments
• Stein estimation: The spherically symmetric case
• Theory of Reproducing Kernels

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