Matrix shrinkage of high-dimensional expectation vectors (Q1765615)
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scientific article; zbMATH DE number 2137559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matrix shrinkage of high-dimensional expectation vectors |
scientific article; zbMATH DE number 2137559 |
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Matrix shrinkage of high-dimensional expectation vectors (English)
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23 February 2005
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Shrinkage estimators
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Matrix shrinkage
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Expectation vectors estimators
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Large dimensions
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