Pages that link to "Item:Q1733270"
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The following pages link to Optimal shrinkage estimator for high-dimensional mean vector (Q1733270):
Displaying 16 items.
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- Recent advances in functional data analysis and high-dimensional statistics (Q1733263) (← links)
- Matrix shrinkage of high-dimensional expectation vectors (Q1765615) (← links)
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- On the mean and variance of the estimated tangency portfolio weights for small samples (Q2103309) (← links)
- Relaxing the Gaussian assumption in shrinkage and SURE in high dimension (Q2105194) (← links)
- Ridge-type linear shrinkage estimation of the mean matrix of a high-dimensional normal distribution (Q2181723) (← links)
- A test on mean-variance efficiency of the tangency portfolio in high-dimensional setting (Q5003657) (← links)
- (Q5216369) (← links)
- Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
- Benchmarked linear shrinkage prediction in the Fay–Herriot small area model (Q6049752) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Linear shrinkage estimation of high-dimensional means (Q6169356) (← links)
- High dimensional discriminant rules with shrinkage estimators of the covariance matrix and mean vector (Q6616195) (← links)
