Pages that link to "Item:Q645623"
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The following pages link to A new estimator of covariance matrix (Q645623):
Displayed 9 items.
- Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
- The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model (Q5077398) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)