Optimal shrinkage estimator for high-dimensional mean vector

Taras Bodnar, Ostap Okhrin, Nestor Parolya. Optimal shrinkage estimator for high-dimensional mean vector. J. Multivariate Analysis, 170:63-79, 2019. [doi]

Authors

Taras Bodnar

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Ostap Okhrin

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Nestor Parolya

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