Pages that link to "Item:Q2062777"
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The following pages link to Recent advances in shrinkage-based high-dimensional inference (Q2062777):
Displaying 12 items.
- Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q82911) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Higher-order asymptotic theory of shrinkage estimation for general statistical models (Q1749993) (← 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)
- Sample covariance shrinkage for high dimensional dependent data (Q2482137) (← links)
- Rigorous high-dimensional shadowing using containment: the general case (Q2496408) (← links)
- Shrinkage estimation of mean-variance portfolio (Q2797873) (← links)
- Shrinkage and LASSO strategies in high-dimensional heteroscedastic models (Q2816430) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- Target selection in shrinkage estimation of covariance matrix: a structural similarity approach (Q6540901) (← links)
- Ridge estimation of covariance matrix from data in two classes. (Q6584362) (← links)
