Affiliation:
1. Polytechnique Montréal
Publisher
Institute of Mathematical Statistics
Reference2 articles.
1. CHÉTELAT, D. and WELLS, M. T. (2012). Improved multivariate normal mean estimation with unknown covariance when p is greater than n. Ann. Statist. 40 3137–3160.
2. FOROUSHANI, A. A. and NKURUNZIZA, S. (2023). A note on improved multivariate normal mean estimation with unknown covariance when p is greater than n. arXiv preprint. Available at arXiv:2311.13140.