Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577): Difference between revisions

@@ 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.csda.2010.12.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2032783896
@@ Property / OpenAlex ID: W2032783896 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
@@ Property / cites work @@
+Regularized estimation of large covariance matrices
+Normal rank
@@ Property / cites work @@
+Q5595935
@@ Property / cites work: Q5595935 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
+Normal rank
@@ Property / cites work @@
+Biased versus unbiased estimation
@@ Property / cites work: Biased versus unbiased estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Data Analysis Using Stein's Estimator and its Generalizations
+Normal rank
@@ Property / cites work @@
+High dimensional covariance matrix estimation using a factor model
+Normal rank
@@ Property / cites work @@
+Covariance matrix selection and estimation via penalised  normal likelihood
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
+Normal rank
@@ Property / cites work @@
+Simultaneous modelling of the Cholesky decomposition of several covariance matrices
+Normal rank
@@ Property / cites work @@
+Generalized Thresholding of Large Covariance Matrices
+Normal rank
@@ Property / cites work @@
+Comparison of Discrimination Methods for High Dimensional Data
+Normal rank
@@ Property / cites work @@
+Q3237829
@@ Property / cites work: Q3237829 / rank @@
+Normal rank