Pages that link to "Item:Q4570555"
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The following pages link to Shrinkage Algorithms for MMSE Covariance Estimation (Q4570555):
Displaying 21 items.
- Spatio-temporal convolution kernels (Q298357) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- An iterative stochastic ensemble method for parameter estimation of subsurface flow models (Q401591) (← links)
- Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528) (← links)
- Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
- Numerical implementation of the QuEST function (Q1658388) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge (Q2027172) (← links)
- 3D human pose tracking priors using geodesic mixture models (Q2193544) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Adaptive evolutionary clustering (Q2435715) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- (Q4969179) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)
- A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity (Q5107377) (← links)
- Choosing the optimal hybrid covariance estimators in adaptive elastic net regression models using information complexity (Q5107503) (← links)
- Graphical lassos for meta‐elliptical distributions (Q5166409) (← links)
- Hybrid projection methods for large-scale inverse problems with mixed Gaussian priors (Q5854067) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis (Q6184932) (← links)