Ziwei Chen

City University London - Bayes Business School

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Distribution-free shrinkage of high-dimensional mean vector

Number of pages: 71 Posted: 20 May 2025 Last Revised: 22 Feb 2026

Vali Asimit, Ziwei Chen and Nathan Lassance

City University London - Bayes Business School, City University London - Bayes Business School and UCLouvain - LFIN/LIDAM

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