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Title:
Improved Shrinkage Prediction under a Spiked Covariance Structure

Speaker:
Gourab Mukherjee

Link:
http://www.birs.ca/events/2019/5-day-workshops/19w5188/videos/watch/201904091109-Mukherjee.html

Workshop:
Birs- 19w5188: New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference