The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380): Difference between revisions

@@ Property / Wikidata QID @@
+Q115149149
@@ Property / Wikidata QID: Q115149149 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00180-016-0672-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2476215197
@@ Property / OpenAlex ID: W2476215197 / rank @@
+Normal rank
@@ Property / cites work @@
+Shrinkage Estimators for Covariance Matrices
@@ Property / cites work: Shrinkage Estimators for Covariance Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Spectrum estimation for large dimensional covariance matrices using random matrix theory
+Normal rank
@@ Property / cites work @@
+Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+Wishart distributions for decomposable covariance graph models
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Optimal estimation of a large-dimensional covariance matrix under Stein's loss
+Normal rank
@@ Property / cites work @@
+Estimation of the population spectral distribution from a large dimensional sample covariance matrix
+Normal rank
@@ Property / cites work @@
+Estimating covariance matrices
@@ Property / cites work: Estimating covariance matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Covariance estimation: the GLM and regularization perspectives
+Normal rank
@@ Property / cites work @@
+A theoretical study of Stein's covariance estimator
+Normal rank
@@ Property / cites work @@
+Flexible covariance estimation in graphical Gaussian models
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix using the reference prior
+Normal rank
@@ Property / cites work @@
+Q3854463
@@ Property / cites work: Q3854463 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on the theory of estimation of many parameters
+Normal rank
@@ Property / cites work @@
+Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
+Normal rank
@@ Property / cites work @@
+Shrinkage estimation of large dimensional precision matrix using random matrix theory
+Normal rank
@@ Property / cites work @@
+Condition-Number-Regularized Covariance Estimation
+Normal rank