Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A shrinkage estimation for large dimensional precision matrices using
  random matrix theory   In this paper, a new ridge-type shrinkage estimator for the precision matrix
has been proposed. The asymptotic optimal shrinkage coefficients and the
theoretical loss were derived. Data-driven estimators for the shrinkage
coefficients were also conducted based on the asymptotic results deriving from
random matrix theories. The new estimator which has a simple explicit formula
is distribution-free and applicable to situation where the dimension of
observation is greater than the sample size. Further, no assumptions are
required on the structure of the population covariance matrix or the precision
matrix. Finally, numerical studies are conducted to examine the performances of
the new estimator and existing methods for a wide range of settings.

9
The categories of this paper are: nlin
34
The categories of this paper are: chem-ph
35
The categories of this paper are: mtrl-th
24
The categories of this paper are: dg-ga
21
The categories of this paper are: adap-org
7
The categories of this paper are: hep-th
6
The categories of this paper are: astro-ph
18
The categories of this paper are: econ
31
The categories of this paper are: ao-sci
25
The categories of this paper are: patt-sol
27
The categories of this paper are: comp-gas
13
The categories of this paper are: quant-ph
17
The categories of this paper are: q-fin
23
The categories of this paper are: solv-int
30
The categories of this paper are: q-alg
4
The categories of this paper are: cond-mat