James–Stein for the leading eigenvector
Sign Up to like & getrecommendations! Published in 2023 at "Proceedings of the National Academy of Sciences of the United States of America"
DOI: 10.1073/pnas.2207046120
Abstract: Significance Eigenvectors are used throughout the physical and social sciences to reduce the dimension of complex problems to manageable levels and to distinguish signal from noise. Our research identifies and mitigates bias in the leading… read more here.
Keywords: finance; james stein; leading eigenvector; stein leading ... See more keywords