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shrinkage predictor

1 paper

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Co-occurring keywords · papers mentioning both

spiked covariance (1) high-dimensional prediction (1) shrinkage prediction (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