A note on covariance estimation in the unbiased estimator of risk framework (Q282890): Difference between revisions

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+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
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+Shrinkage Estimators for Covariance Matrices
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+Normal rank
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+Estimation of a covariance matrix under Stein's loss
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+Statistical paleoclimate reconstructions via Markov random fields
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+The variational form of certain Bayes estimators
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+Normal rank
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+A Hierarchical Eigenmodel for Pooled Covariance Estimation
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Q3723503
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+Covariance estimation: the GLM and regularization perspectives
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+Flexible covariance estimation in graphical Gaussian models
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+A theoretical study of Stein's covariance estimator
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+Lectures on the theory of estimation of many parameters
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+Condition-Number-Regularized Covariance Estimation
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+Estimation of a covariance matrix using the reference prior
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