Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703): Difference between revisions

@@ Property / cites work @@
+Combining independent normal mean estimation problems with unknown variances
+Normal rank
@@ Property / cites work @@
+Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
+Normal rank
@@ Property / cites work @@
+Q3675308
@@ Property / cites work: Q3675308 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4265493
@@ Property / cites work: Q4265493 / rank @@
+Normal rank
@@ Property / cites work @@
+Shrinkage estimators under spherical symmetry for the general linear model
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5565773
@@ Property / cites work: Q5565773 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4508687
@@ Property / cites work: Q4508687 / rank @@
+Normal rank
@@ Property / cites work @@
+A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
+Normal rank
@@ Property / cites work @@
+Minimax estimation of a normal mean vector when the covariance matrix is unknown
+Normal rank
@@ Property / cites work @@
+Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
+Normal rank
@@ Property / cites work @@
+An identity for the Wishart distribution with applications
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Stein estimation under elliptical distributions
@@ Property / cites work: Stein estimation under elliptical distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the mean of a multivariate normal distribution
+Normal rank