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math.ST2016★ 36 cited
Optimal Shrinkage Estimator for High-Dimensional Mean Vector
Taras Bodnar, Ostap Okhrin, Nestor Parolya
In this paper we derive the optimal linear shrinkage estimator for the high-dimensional mean vector using random matrix theory. The results are obtained under the assumption that b…
math.ST2011
On the Generating Functional of the special case of S-Stopped Branching Processes
Ostap Okhrin
In this paper starting process with the infinite number of types of particles μ(t) generate stopped branching process ξ(t), if by falling of the first one into the non empty set S…
math.ST2011★ 1 cited
Asymptotic behaviour of the S-stopped branching processes with countable state space
Iryna Kyrychynska, Ostap Okhrin, Yaroslav Yeleyko
he starting process with countable number of types μ(t) generates a stopped branching process ξ(t). The starting process stops, by falling into the nonempty set S. It is assumed, t…