Pages that link to "Item:Q1068488"
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The following pages link to Estimation of a covariance matrix under Stein's loss (Q1068488):
Displaying 50 items.
- Estimation of scale parameter under entropy loss function (Q1918222) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Approximate normality in testing an exchangeable covariance structure under large- and high-dimensional settings (Q2079602) (← links)
- A unified approach for covariance matrix estimation under Stein loss (Q2080951) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
- Block matrix approximation via entropy loss function. (Q2216240) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function (Q2228128) (← links)
- A large covariance matrix estimator under intermediate spikiness regimes (Q2293542) (← links)
- Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Optimal rules and robust Bayes estimation of a gamma scale parameter (Q2392729) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Positive definite matrix approximation with condition number constraint (Q2448171) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612) (← links)
- Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627) (← links)
- Sparse estimation of large covariance matrices via a nested Lasso penalty (Q2482977) (← links)
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
- On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
- On improved loss estimation for shrinkage estimators (Q2634655) (← links)
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
- Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
- Linear discriminant analysis with a generalization of the Moore–Penrose pseudoinverse (Q2872880) (← links)
- Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)
- Compromise between generalized bayes and bayes estimators of poisson means under entropy loss (Q3135277) (← links)
- Estimation of normal covariance and precision matrices with incomplete data (Q3212140) (← links)
- A comparison of several biased estimators for improving the expected error rate of the sample quadratic discriminant function (Q3350531) (← links)
- On estimation of the scale matrix of the multivariate f distribution (Q3473080) (← links)
- Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
- A Note on Sample Size Determination for the Estimation of the Mean Vector of a Multivariate Population (Q3593579) (← links)
- On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion (Q3766659) (← links)
- Multiparameter estimation in truncated power series distributions under the stein's loss (Q3978039) (← links)
- Estimation of eigenvalues of the scale matrix of the multivariate f distribution (Q4202705) (← links)
- Polynomial estimation of eigenvalues (Q4240715) (← links)
- Estimation of Error Variance in the Analysis of Experiments Using Two-Level Orthogonal Arrays (Q4449145) (← links)
- On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (Q4454283) (← links)
- Linear. empirical bayes estimation in the case of the wishart distribution (Q4541746) (← links)
- PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS (Q4560123) (← links)
- (Q4615519) (← links)
- Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
- A Cholesky-based estimation for large-dimensional covariance matrices (Q5037036) (← links)
- Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
- The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model (Q5077398) (← links)
