The following pages link to (Q5216369):
Displaying 10 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)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Optimal uncertainty size in distributionally robust inverse covariance estimation (Q2294393) (← links)
- Optimal singular value shrinkage for operator norm loss: extending to non-square matrices (Q2670774) (← links)
- (Q2933998) (← links)
- Shrinkage estimation of large dimensional precision matrix using random matrix theory (Q2950201) (← links)
- Shrinking characteristics of precision matrix estimators (Q4561011) (← links)
