Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2006.09.022
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+W2117071511
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@@ Property / cites work @@
+Linear and graphical models for the multivariate complex normal distribution
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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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+Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
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+Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
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+The variational form of certain Bayes estimators
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+Q3185327
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+Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
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+Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
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+Complex elliptically symmetric distributions
@@ Property / cites work: Complex elliptically symmetric distributions / rank @@
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+Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
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+Complex elliptical distributions with application to shape analysis
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+Q3219581
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+Minimax estimators of a covariance matrix
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+UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX
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+Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
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+Lectures on the theory of estimation of many parameters
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+Estimation of a covariance matrix using the reference prior
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+Publication:2455734