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Relaxing the Gaussian assumption in Shrinkage and SURE in high dimension - MaRDI portal

Relaxing the Gaussian assumption in Shrinkage and SURE in high dimension

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Publication:6337974

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DOI10.1214/22-AOS2208arXiv2004.01378MaRDI QIDQ6337974

Max Fathi, Adrien Saumard, Larry Goldstein, Gesine D. Reinert

Publication date: 3 April 2020

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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