Minimax estimation for mixtures of Wishart distributions (Q450011): Difference between revisions

@@ Property / author @@
-Peter T. Kim
@@ Property / author: Peter T. Kim / rank @@
-Normal rank
@@ Property / author @@
-Donald St. P. Richards
@@ Property / author: Donald St. P. Richards / rank @@
-Normal rank
@@ Property / author @@
+Peter T. Kim
@@ Property / author: Peter T. Kim / rank @@
+Normal rank
@@ Property / author @@
+Donald St. P. Richards
@@ Property / author: Donald St. P. Richards / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B52
@@ Property / Mathematics Subject Classification ID: 15B52 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / zbMATH DE Number @@
+6075603
@@ Property / zbMATH DE Number: 6075603 / rank @@
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@@ Property / zbMATH Keywords @@
+deconvolution
@@ Property / zbMATH Keywords: deconvolution / rank @@
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@@ Property / zbMATH Keywords @@
+Harish-Chandra c-function
@@ Property / zbMATH Keywords: Harish-Chandra c-function / rank @@
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@@ Property / zbMATH Keywords @@
+Helgason-Fourier transform
@@ Property / zbMATH Keywords: Helgason-Fourier transform / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Laplace-Beltrami operator
@@ Property / zbMATH Keywords: Laplace-Beltrami operator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal rate
@@ Property / zbMATH Keywords: optimal rate / rank @@
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@@ Property / zbMATH Keywords @@
+Sobolev ellipsoid
@@ Property / zbMATH Keywords: Sobolev ellipsoid / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / arXiv ID @@
+.3342
@@ Property / arXiv ID: 1203.3342 / rank @@
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@@ Property / cites work @@
+Multivariate Stochastic Volatility: A Review
@@ Property / cites work: Multivariate Stochastic Volatility: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp Optimality in Density Deconvolution with Dominating Bias. II
+Normal rank
@@ Property / cites work @@
+Inference for multivariate normal mixtures
@@ Property / cites work: Inference for multivariate normal mixtures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4272817
@@ Property / cites work: Q4272817 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal rates of convergence for nonparametric deconvolution problems
+Normal rank
@@ Property / cites work @@
+Derivative Pricing With Wishart Multivariate Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
+Normal rank
@@ Property / cites work @@
+Empirical Bayes estimation of the multivariate normal covariance matrix
+Normal rank
@@ Property / cites work @@
+The variational form of certain Bayes estimators
@@ Property / cites work: The variational form of certain Bayes estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Q3897665
@@ Property / cites work: Q3897665 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
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@@ Property / cites work @@
+Optimal rates of convergence for nonparametric statistical inverse problems
+Normal rank
@@ Property / cites work @@
+Wishart distributions for decomposable graphs
@@ Property / cites work: Wishart distributions for decomposable graphs / rank @@
+Normal rank
@@ Property / cites work @@
+Q3723503
@@ Property / cites work: Q3723503 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating covariance matrices
@@ Property / cites work: Estimating covariance matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inverse Estimation in Hilbert Scales
@@ Property / cites work: Statistical Inverse Estimation in Hilbert Scales / rank @@
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution
+Normal rank
@@ Property / cites work @@
+Applications of Invariant Differential Operators to Multivariate Distribution Theory
+Normal rank
@@ Property / cites work @@
+Transversals of latin squares and their generalizations
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@@ Property / cites work @@
+An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
+Normal rank
@@ Property / cites work @@
+Q3994578
@@ Property / cites work: Q3994578 / rank @@
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@@ Property / cites work @@
+Fourier methods for estimating mixing densities and distributions
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@@ Property / OpenAlex ID @@
+W3098654049
@@ Property / OpenAlex ID: W3098654049 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:450011