Optimal shrinkage estimator for high-dimensional mean vector
Bodnar, Taras, Okhrin, Ostap, Parolya, NestorLanguage:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2018.07.004
Date:
July, 2018
File:
PDF, 792 KB
english, 2018