Rank reduction and James-Stein estimation

DOI10.1109/78.796445zbMath1064.62501OpenAlexW2158256197MaRDI QIDQ2732899

Yingbo Hua, Jonathan H. Manton

Publication date: 1999

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.796445

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Asymptotically optimal shrinkage estimates for non-normal data

This page was built for publication: Rank reduction and James-Stein estimation