Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528): Difference between revisions

@@ Property / author @@
-Philippe Naveau
@@ Property / author: Philippe Naveau / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2014.06.001
+Normal rank
@@ Property / OpenAlex ID @@
+W1968634476
@@ Property / OpenAlex ID: W1968634476 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q116752812
@@ Property / Wikidata QID: Q116752812 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3851426
@@ Property / cites work: Q3851426 / rank @@
+Normal rank
@@ Property / cites work @@
+Shrinkage Algorithms for MMSE Covariance Estimation
+Normal rank
@@ Property / cites work @@
+Tests for High-Dimensional Covariance Matrices
@@ Property / cites work: Tests for High-Dimensional Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
+Normal rank
@@ Property / cites work @@
+Shrinkage Estimators for Covariance Matrices
@@ Property / cites work: Shrinkage Estimators for Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix under Stein's loss
+Normal rank
@@ Property / cites work @@
+Q5509343
@@ Property / cites work: Q5509343 / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical Bayes estimation of the multivariate normal covariance matrix
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of a covariance matrix with flexible prior specification
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Wishart distributions for decomposable covariance graph models
+Normal rank
@@ Property / cites work @@
+Eigenvectors of some large sample covariance matrix ensembles
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Nonlinear shrinkage estimation of large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Bayesian inference for a covariance matrix
@@ Property / cites work: Bayesian inference for a covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Q3592129
@@ Property / cites work: Q3592129 / rank @@
+Normal rank
@@ Property / cites work @@
+Test for bandedness of high-dimensional covariance matrices and bandwidth estimation
+Normal rank
@@ Property / cites work @@
+Flexible covariance estimation in graphical Gaussian models
+Normal rank
@@ Property / cites work @@
+Q3716069
@@ Property / cites work: Q3716069 / rank @@
+Normal rank
@@ Property / cites work @@
+Condition-Number-Regularized Covariance Estimation
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix using the reference prior
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:406528