Shrinkage estimation of higher-order Bochner integrals
From MaRDI portal
Publication:6589571
DOI10.3150/23-BEJ1692MaRDI QIDQ6589571
Saiteja Utpala, Bharath K. Sriperumbudur
Publication date: 20 August 2024
Published in: Bernoulli (Search for Journal in Brave)
James-Stein estimatorshrinkage estimationU-statisticsBochner integralBernstein's inequalitySUREcompletely degenerate
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A well-conditioned estimator for large-dimensional covariance matrices
- Robust estimation of \(U\)-statistics
- Limit theorems for \(U\)-processes
- Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix
- Stein estimation: The spherically symmetric case
- Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss
- A class of optimal estimators for the covariance operator in reproducing kernel Hilbert spaces
- Stein estimation for spherically symmetric distributions: recent developments
- Kernel mean shrinkage estimators
- Shrinkage Algorithms for MMSE Covariance Estimation
- Theory of Reproducing Kernels
This page was built for publication: Shrinkage estimation of higher-order Bochner integrals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589571)