Empirical Bayesian estimation of normal variances and covariances (Q1414602): Difference between revisions

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+Bayesian analysis of a three-component hierarchical design model
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+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
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+Shrinkage Estimators for Covariance Matrices
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+Estimation of a covariance matrix under Stein's loss
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+Bayesian estimation of the dispersion matrix of a multivariate normal distribution
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+Multivariate empirical Bayes and estimation of covariance matrices
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+Improved Minimax Estimators of Normal Convariance and Precision Matrices
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+The variational form of certain Bayes estimators
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+Improved minimax estimation of a normal precision matrix
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+Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
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+Estimation of a covariance matrix using the reference prior
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