Unsolved
Uniform risk dominance of transformed Moore-Penrose estimators
Sourced from the work of Taras Bodnar, Nestor Parolya
§ Problem Statement
Setup
Unsolved Problem
§ Discussion
Loading discussion…
§ Significance & Implications
§ Known Partial Results
§ References
[1]
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications
Taras Bodnar, Nestor Parolya (2024)
Annals of Statistics (to appear)
📍 Abstract (final sentence, “it seems that its proper transformation (shrinkage) performs similarly to or even outperforms the existing benchmarks…”), p. 1
Source paper where this problem appears.