A note on covariance estimation in the unbiased estimator of risk framework (Q282890): Difference between revisions

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-.1016/j.jspi.2016.02.004
@@ Property / DOI: 10.1016/j.jspi.2016.02.004 / rank @@
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+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
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+Shrinkage Estimators for Covariance Matrices
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+The variational form of certain Bayes estimators
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+A Hierarchical Eigenmodel for Pooled Covariance Estimation
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+Q3723503
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+Covariance estimation: the GLM and regularization perspectives
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+Flexible covariance estimation in graphical Gaussian models
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+A theoretical study of Stein's covariance estimator
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+Lectures on the theory of estimation of many parameters
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+Condition-Number-Regularized Covariance Estimation
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+Estimation of a covariance matrix using the reference prior
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@@ Property / DOI @@
+.1016/J.JSPI.2016.02.004
@@ Property / DOI: 10.1016/J.JSPI.2016.02.004 / rank @@
+Normal rank