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Estimating a mean matrix: boosting efficiency by multiple affine shrinkage - MaRDI portal

Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400)

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scientific article; zbMATH DE number 5614314
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Estimating a mean matrix: boosting efficiency by multiple affine shrinkage
scientific article; zbMATH DE number 5614314

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    Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (English)
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    13 October 2009
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    total least squares
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    Efron-Morris fit
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    penalized least squares
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    regularization
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    rank reduction
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