Recent advances in shrinkage-based high-dimensional inference (Q2062777)
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scientific article; zbMATH DE number 7451348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recent advances in shrinkage-based high-dimensional inference |
scientific article; zbMATH DE number 7451348 |
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Recent advances in shrinkage-based high-dimensional inference (English)
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3 January 2022
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covariance matrix
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high-dimensional asymptotics
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high-dimensional optimal portfolio
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mean vector
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precision matrix
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random matrix theory
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shrinkage estimation
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