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"Optimal shrinkage estimator for high-dimensional mean vector."

Taras Bodnar, Ostap Okhrin, Nestor Parolya (2019)

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DOI: 10.1016/J.JMVA.2018.07.004

access: closed

type: Journal Article

metadata version: 2020-02-22

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  - journals/ma/BodnarOP19
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  - https://dblp.org/rec/journals/ma/BodnarOP19
Taras Bodnar, Ostap Okhrin, Nestor Parolya:
Optimal shrinkage estimator for high-dimensional mean vector. J. Multivar. Anal. 170: 63-79 (2019)

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