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

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+https://doi.org/10.1016/j.csda.2010.12.006
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+Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
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+Regularized estimation of large covariance matrices
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+Q5595935
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+Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
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+Biased versus unbiased estimation
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+Data Analysis Using Stein's Estimator and its Generalizations
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+High dimensional covariance matrix estimation using a factor model
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+Covariance matrix selection and estimation via penalised  normal likelihood
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
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+Simultaneous modelling of the Cholesky decomposition of several covariance matrices
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+Generalized Thresholding of Large Covariance Matrices
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+Comparison of Discrimination Methods for High Dimensional Data
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+Q3237829
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+Publication:901577