Shrinkage estimation of higher-order Bochner integrals

DOI10.3150/23-BEJ1692MaRDI QIDQ6589571

Saiteja Utpala, Bharath K. Sriperumbudur

Publication date: 20 August 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

James-Stein estimatorshrinkage estimationU-statisticsBochner integralBernstein's inequalitySUREcompletely degenerate

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

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)