位置：成果数据库 > 期刊 > 期刊详情页
Non-parametric shrinkage mean estimation for quadratic loss functions with unknown covariance matric
  • ISSN号：0047-259X
  • 期刊名称：Journal of Multivariate Analysis
  • 时间：2014.3
  • 页码：222-232
  • 相关项目：高维数据统计分析方法及应用研究
作者： Wang, Cheng|Tong, Tiejun|Cao, Longbing|Miao, Baiqi|
同期刊论文项目
高维数据统计分析方法及应用研究
期刊论文 14
同项目期刊论文
Strong Limit of The Extreme Eigenvalues of a Symmetrized Auto-Cross Covariance Matrix
Optimal feature selection for sparse linear discriminant analysis and its applications in gene expre
Exact D-optimal designs for a linear log contrast model with mixture experiment for three and four i
Hierarchical Bayesian Spatio-Temporal Modeling of Regional Ozone Concentrations and Respective Netwo
A novel and fast methodology for simultaneous multiple structural break estimation and variable sele
Limiting Spectral Distribution of a Symmetrized Auto-Cross Covariance Matrix<br />
Bayesian spatiotemporal modeling for blending in situ observations with satellite precipitation esti
Identity tests for high dimensional data using RMT
Selecting an Adaptive Sequence for Computing Recursive M-Estimators in Multivariate Linear Regressio
原油价格与黄金价格的变点分析
Estimator of a change point in single index models