Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481): Difference between revisions

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+Minimax estimators in the normal MANOVA model
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+Normal rank
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+Robust shrinkage estimators of the location parameter for elliptically symmetric distributions
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+Estimation of a covariance matrix under Stein's loss
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+An identity for the Wishart distribution with applications
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+Q3185327
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+Normal rank
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+Q4312914
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+Normal rank
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+Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
+Normal rank
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+Stein estimation under elliptical distributions
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+Normal rank
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+Q3237829
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+Explicit bounds   and heuristics on class numbers in hyperelliptic function fields
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+Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison
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+An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
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+Estimation of a covariance matrix using the reference prior
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