Taras Bodnar, Ostap Okhrin, Nestor Parolya. Optimal shrinkage estimator for high-dimensional mean vector. J. Multivariate Analysis, 170:63-79, 2019. [doi]
@article{BodnarOP19,
title = {Optimal shrinkage estimator for high-dimensional mean vector},
author = {Taras Bodnar and Ostap Okhrin and Nestor Parolya},
year = {2019},
doi = {10.1016/j.jmva.2018.07.004},
url = {https://doi.org/10.1016/j.jmva.2018.07.004},
researchr = {https://researchr.org/publication/BodnarOP19},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {170},
pages = {63-79},
}