ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE
| Year of publication: |
2008
|
|---|---|
| Authors: | Beran, Rudolf ; Anderson, T.W. ; Efron, B. ; Morris, C. ; Fuller, W.A. ; Gleser, L.J. ; Golub, G.H. ; Van Loan, C.F. ; Golub, G.H. ; Van Loan, C.F. ; Green, A.A. ; Berman, M. ; Switzer, P. ; Craig, M.D. ; James, W. ; Stein, C. ; Neveu, J. ; Rao, C.R. ; Toutenberg, H. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 2, p. 448-471
|