Relaxing the Gaussian assumption in shrinkage and SURE in high dimension - Archive ouverte HAL Access content directly
Journal Articles The Annals of Statistics Year : 2022

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hal-03845631 , version 1 (09-11-2022)

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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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