An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703): Difference between revisions

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+A regularized profile likelihood approach to covariance matrix estimation
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+On a formula for the distribution of the maximum likelihood estimator
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+Regularized estimation of large covariance matrices
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+Sparse estimation of a covariance matrix
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+Normal rank
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+Estimation of a covariance matrix under Stein's loss
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+Wishart and pseudo-Wishart distributions and some applications to shape theory
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+Spectrum estimation for large dimensional covariance matrices using random matrix theory
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+WKB-Expansion of the HarishChandra-Itzykson-Zuber Integral for Arbitrary
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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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+Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
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+Numerical implementation of the QuEST function
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+Optimal estimation of a large-dimensional covariance matrix under Stein's loss
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+Analytical nonlinear shrinkage of large-dimensional covariance matrices
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+Improved Estimation of Eigenvalues and Eigenvectors of Covariance Matrices Using Their Sample Estimates
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+Lectures on the theory of estimation of many parameters
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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 high-dimensional covariance matrix with the Stein loss
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+On singular Wishart and singular multivariate beta distributions
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+On Certain Characteristics of the Distribution of the Latent Roots of a Symmetric Random Matrix Under General Conditions
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+Condition-Number-Regularized Covariance Estimation
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+Eigenvalue Estimation of Parameterized Covariance Matrices of Large Dimensional Data
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+SURE-tuned tapering estimation of large covariance matrices
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