Estimating a mean matrix: boosting efficiency by multiple affine shrinkage
| Year of publication: |
2008
|
|---|---|
| Authors: | Beran, Rudolf |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 60.2008, 4, p. 843-864
|
| Publisher: |
Springer |
| Subject: | Total least squares | Efron-Morris fit | Penalized least squares | Regularization | Rank reduction |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395712