Matrix shrinkage of high-dimensional expectation vectors

DOI10.1016/j.jmva.2003.11.003zbMath1062.62103OpenAlexW2012428014MaRDI QIDQ1765615

V. I. Serdobol'skij

Publication date: 23 February 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.11.003

zbMATH Keywords

Shrinkage estimatorsExpectation vectors estimatorsLarge dimensionsMatrix shrinkage

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Cites Work

• A sequence of improvements over the James-Stein estimator
• Stein estimation -- a review
• Estimation of solutions of random sets of simultaneous linear algebraic equations of high order
• Application aspects of G-analysis
• Asymptotically Dominating Estimation of Expectation Value Vectors
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Matrix shrinkage of high-dimensional expectation vectors