Shrinkage Estimators for Covariance Matrices (Q3078880): Difference between revisions

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@@ Property / Wikidata QID: Q37356562 / rank @@
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+Q4525819
@@ Property / cites work: Q4525819 / rank @@
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+Q3851426
@@ Property / cites work: Q3851426 / rank @@
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+Hierarchical Poisson Regression Modeling
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+A prior for the variance in hierarchical models
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+A Hierarchical Approach to Covariance Function Estimation for Time Series
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+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
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+Estimation of a covariance matrix under Stein's loss
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+Informative Drop-Out in Longitudinal Data Analysis
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+Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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+The variational form of certain Bayes estimators
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+Generalization of Euler Angles to <i>N</i>-Dimensional Orthogonal Matrices
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+Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
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+Approximation Theorems of Mathematical Statistics
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+Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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+Estimation of a covariance matrix using the reference prior
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.0006-341x.2001.01173.x
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@@ Property / OpenAlex ID @@
+W2106139345
@@ Property / OpenAlex ID: W2106139345 / rank @@
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