Estimating a mean matrix: boosting efficiency by multiple affine shrinkage
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Publication:734400
DOI10.1007/S10463-007-0128-2zbMATH Open1294.62122OpenAlexW2136958045MaRDI QIDQ734400FDOQ734400
Authors: Rudolf Beran 
Publication date: 13 October 2009
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-007-0128-2
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Cites Work
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- ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
- Total least squares and errors-in-variables modeling: bridging the gap between statistics, computational mathematics and engineering
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