Optimal shrinkage estimator for high-dimensional mean vector (Q1733270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal shrinkage estimator for high-dimensional mean vector |
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Optimal shrinkage estimator for high-dimensional mean vector (English)
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21 March 2019
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large-dimensional asymptotics
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mean vector estimation
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random matrix theory
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shrinkage estimator
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