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01/24/2023
Think before you shrink: Alternatives to default shrinkage methods can improve prediction accuracy, calibration and coverage
While shrinkage is essential in high-dimensional settings, its use for l...
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02/07/2019
Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
For high-dimensional linear regression models, we review and compare sev...
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09/21/2018
Shrinkage estimation of large covariance matrices using multiple shrinkage targets
Linear shrinkage estimators of a covariance matrix --- defined by a weig...
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03/21/2018