Shrinkage estimation in the frequency domain of multivariate time series (Q1006672): Difference between revisions

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-Rainer von Sachs
@@ Property / author: Rainer von Sachs / rank @@
-Normal rank
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+Rainer von Sachs
@@ Property / author: Rainer von Sachs / rank @@
+Normal rank
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+astsa
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+MaRDI publication profile
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+W2067934082
@@ Property / OpenAlex ID: W2067934082 / rank @@
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@@ Property / cites work @@
+Q4082810
@@ Property / cites work: Q4082810 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
+Normal rank
@@ Property / cites work @@
+Discrimination and Clustering for Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+SLEX Analysis of Multivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Principal component analysis.
@@ Property / cites work: Principal component analysis. / rank @@
+Normal rank
@@ Property / cites work @@
+Modulation of estimators and confidence sets.
@@ Property / cites work: Modulation of estimators and confidence sets. / rank @@
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
+Normal rank
@@ Property / cites work @@
+Limiting spectral distribution for a class of random matrices
+Normal rank
@@ Property / cites work @@
+A simple generalised crossvalidation method of span selection for periodogram smoothing
+Normal rank
@@ Property / cites work @@
+Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
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@@ Property / cites work @@
+Empirical Bayes estimation of the multivariate normal covariance matrix
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@@ Property / cites work @@
+Estimation of a covariance matrix under Stein's loss
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@@ links / mardi / name / links / mardi / name @@
+Publication:1006672