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Relaxing the Gaussian assumption in shrinkage and SURE in high dimension

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https://hal-cnrs.archives-ouvertes.fr/hal-03845631
Contributor : Max Fathi Connect in order to contact the contributor
Submitted on : Wednesday, November 9, 2022 - 4:19:13 PM
Last modification on : Thursday, November 10, 2022 - 4:30:09 AM

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Max Fathi, Larry Goldstein, Gesine Reinert, Adrien Saumard. Relaxing the Gaussian assumption in shrinkage and SURE in high dimension. The Annals of Statistics, 2022, 50 (5), ⟨10.1214/22-AOS2208⟩. ⟨hal-03845631⟩

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