Improved loss estimation for a normal mean matrix

DOI10.1016/j.jmva.2018.10.001zbMath1414.62185OpenAlexW2897264040MaRDI QIDQ1755127

Takeru Matsuda, William E. Strawderman

Publication date: 4 January 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2018.10.001

zbMATH Keywords

singular value decompositionshrinkage estimatorreduced-rank regressionloss estimationmatrix mean estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

Data based loss estimation of the mean of a spherical distribution with a residual vector ⋮ Inadmissibility of the corrected Akaike information criterion

Cites Work

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