Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819): Difference between revisions

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+.6746
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+Combining independent normal mean estimation problems with unknown variances
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+Q3675308
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+Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
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+Regularized estimation of large covariance matrices
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+Estimation with Incompletely Specified Loss Functions (the Case of Several Location Parameters)
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+Minimax ridge regression estimation
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+First-Order Methods for Sparse Covariance Selection
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+Q3996150
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+On Bayes and unbiased estimators of loss
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+Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
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+Minimax estimation of a normal mean vector when the covariance matrix is unknown
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+Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
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+The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
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+An identity for the Wishart distribution with applications
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+Q3185327
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+Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
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+Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
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+Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Sparse estimation of large covariance matrices via a nested Lasso penalty
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+Q5748756
@@ Property / cites work: Q5748756 / rank @@
+Normal rank
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+Shrinkage estimation in multilevel normal models
@@ Property / cites work: Shrinkage estimation in multilevel normal models / rank @@
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+Q3219581
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+Sparse permutation invariant covariance estimation
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+Singular Wishart and multivariate beta distributions
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+Multivariate Theory for Analyzing High Dimensional Data
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+Stein estimation under elliptical distributions
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+Multivariate analysis of variance with fewer observations than the dimension
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+Q3854462
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+Estimation of the mean of a multivariate normal distribution
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+Some identities for Moore–Penrose inverses of matrix products
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