A new estimator of covariance matrix (Q645623): Difference between revisions

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+Estimation of a covariance matrix under Stein's loss
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+Empirical Bayes on vector observations: An extension of Stein's method
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+Multivariate empirical Bayes and estimation of covariance matrices
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+On estimation of a matrix of normal means with unknown covariance matrix
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+Estimation of a normal covariance matrix with incomplete data under Stein's loss
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+Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
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+Estimating the covariance matrix: A new approach
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+Estimation of covariance matrices in fixed and mixed effects linear models
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+An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
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+Methods for improvement in estimation of a normal mean matrix
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