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shrinkage prediction

1 paper

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Co-occurring keywords · papers mentioning both

high-dimensional prediction (1) shrinkage predictor (1) spiked covariance (1) prediction risk (1) bayesian prior (1) hierarchical bayesian model (1) covariance estimation (1)

Papers

Improved Shrinkage Prediction under a Spiked Covariance Structure JMLR 2021