Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283): Difference between revisions

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+A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
+Normal rank
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+Improving on equivariant estimators
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+Normal rank
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+Estimation of a covariance matrix under Stein's loss
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+Normal rank
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+Estimation of a normal covariance matrix with incomplete data under Stein's loss
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+A unified approach to improving equivariant estimators
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+Shrinkage and modification techniques in estimation of variance and the related problems: A review
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+Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
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+Estimating covariance matrices
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+Normal rank
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+A new estimator of covariance matrix
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+Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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+Minimax covariance estimation using commutator subgroup of lower triangular matrices
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+Modifying estimators of ordered positive parameters under the Stein loss
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+A moving average Cholesky factor model in covariance modelling for longitudinal data
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