Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790): Difference between revisions

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+Minimax estimation of location vectors for a wide class of densities
+Normal rank
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+Covariance regularization by thresholding
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+Normal rank
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+Regularized estimation of large covariance matrices
+Normal rank
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+Q4265493
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+Normal rank
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)
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+Improved estimation of a multinormal precision matrix
+Normal rank
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+Q3203867
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+Normal rank
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+Multivariate empirical Bayes and estimation of covariance matrices
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
+Normal rank
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
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+Q3996150
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+Normal rank
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+Estimation of scatter matrix based on i.i.d. sample from elliptical distributions
+Normal rank
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+Bayes minimax estimators of a location vector for densities in the Berger class
+Normal rank
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+Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
+Normal rank
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+On completeness of the general linear model with spherically symmetric errors
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+Sparse inverse covariance estimation with the graphical lasso
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+Minimax estimators for a multinormal precision matrix
+Normal rank
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+An identity for the Wishart distribution with applications
+Normal rank
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+Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
+Normal rank
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+Improved minimax estimation of a normal precision matrix
+Normal rank
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+Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension
+Normal rank
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+Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
+Normal rank
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+Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
+Normal rank
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+Sparsistency and rates of convergence in large covariance matrix estimation
+Normal rank
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+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
+Normal rank
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+Improved estimation of a covariance matrix in an elliptically contoured matrix distribution
+Normal rank
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+Estimation of scale matrix of elliptically contoured matrix distributions
+Normal rank
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+DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
+Normal rank
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+High-dimensional graphs and variable selection with the Lasso
+Normal rank
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+Q3219581
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+Normal rank
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+High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
+Normal rank
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+Sparse permutation invariant covariance estimation
+Normal rank
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+Generalized Thresholding of Large Covariance Matrices
+Normal rank
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+Singular Wishart and multivariate beta distributions
+Normal rank
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+Estimating the Inverse Matrix of Scale Parameters in an Elliptically Contoured Distribution
+Normal rank
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+On improved estimation of normal precision matrix and discriminant coefficients
+Normal rank
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+Estimation of the multivariate normal precision matrix under the entropy loss
+Normal rank