Matrix shrinkage of high-dimensional expectation vectors
type: Item
instance of: scholarly article
title: Matrix shrinkage of high-dimensional expectation vectors
zbMATH Open document ID: 1062.62103
published in: Journal of Multivariate Analysis
publication date: 2005-02-23T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62C99
zbMATH DE Number: 2137559
zbMATH Keywords: Shrinkage estimators
zbMATH Keywords: Matrix shrinkage
zbMATH Keywords: Expectation vectors estimators
zbMATH Keywords: Large dimensions
author: V. I. Serdobol'skij
MaRDI profile type: Publication
full work available at URL: j.jmva.2003.11.003
OpenAlex ID: W2012428014
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cites work: Estimation of solutions of random sets of simultaneous linear algebraic equations of high order
cites work: Q3237829
DOI: 10.1016/J.JMVA.2003.11.003
description: scientific article; zbMATH DE number 2137559