A regularized profile likelihood approach to covariance matrix estimation (Q334313): Difference between revisions

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+An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
+Normal rank
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+Q4420195
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+Normal rank
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+Q5658961
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+Normal rank
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+On a formula for the distribution of the maximum likelihood estimator
+Normal rank
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+Covariance regularization by thresholding
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+Normal rank
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+Regularized estimation of large covariance matrices
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+On the Bias of Functions of Characteristic Roots of a Random Matrix
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+Improved second order estimation in the singular multivariate normal model
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+Estimation of a covariance matrix under Stein's loss
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+The variational form of certain Bayes estimators
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+Normal Multivariate Analysis and the Orthogonal Group
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+The Distribution of the Latent Roots of the Covariance Matrix
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+Q3185327
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+Normal rank
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+TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
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+Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
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+Inequalities: theory of majorization and its applications
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+Latent roots and matrix variates: a review of some asymptotic results
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+Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
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+Equivariant estimators of the covariance matrix
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+Normal rank
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+Minimax estimators of a covariance matrix
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+Normal rank
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+Covariance estimation: the GLM and regularization perspectives
+Normal rank
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+Q4039968
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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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+Q3854463
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+Normal rank
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+An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
+Normal rank