Covariance matrix estimation under data-based loss (Q2244574): Difference between revisions

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+Minimax estimation of location vectors for a wide class of densities
+Normal rank
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+Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
+Normal rank
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+Unbiased risk estimates for matrix estimation in the elliptical case
+Normal rank
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+Improved second order estimation in the singular multivariate normal model
+Normal rank
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+On Wishart distribution: some extensions
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+Normal rank
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+Multivariate empirical Bayes and estimation of covariance matrices
+Normal rank
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+Q3999358
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+Normal rank
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+Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions
+Normal rank
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+Shrinkage estimation
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+Normal rank
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+Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
+Normal rank
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+Empirical Bayes estimation of the multivariate normal covariance matrix
+Normal rank
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+Q3185327
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+Normal rank
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+Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
+Normal rank
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+Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution
+Normal rank
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+Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
+Normal rank
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+Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
+Normal rank
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+Singular Wishart and multivariate beta distributions
+Normal rank
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+An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
+Normal rank
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+Estimation of a high-dimensional covariance matrix with the Stein loss
+Normal rank
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+A unified approach to estimating a normal mean matrix in high and low dimensions
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+Unified improvements in estimation of a normal covariance matrix in high and low dimensions
+Normal rank
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+Shrinkage estimation for mean and covariance matrices
+Normal rank