Pages that link to "Item:Q1134473"

The following pages link to An identity for the Wishart distribution with applications (Q1134473):

Displaying 30 items.

• Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869) (← links)
• Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697) (← links)
• Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions (Q2342936) (← links)
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
• Estimation of Wishart mean matrices under simple tree ordering (Q2372137) (← links)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050) (← links)
• Bayesian estimation of a bounded precision matrix (Q2443264) (← links)
• Improved minimax estimation of the bivariate normal precision matrix under the squared loss (Q2476820) (← links)
• On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
• An optimal combination of risk-return and naive hedging (Q2517099) (← 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)
• Partially pooled covariance matrix estimation in discriminant analysis (Q3474036) (← links)
• A parametric bootstrap solution to the MANOVA under heteroscedasticity (Q3589983) (← links)
• Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations (Q3716035) (← links)
• Improved minimax estimation of a normal precision matrix (Q3834893) (← links)
• Further identities for the Wishart distribution with applications in regression (Q3959974) (← links)
• Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model (Q4240716) (← links)
• Shrinkage and modification techniques in estimation of variance and the related problems: A review (Q4240717) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
• New Wavelet SURE Thresholds of Elliptical Distributions under the Balance Loss (Q5037789) (← links)
• Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
• Minimax Empirical Bayes Estimators in Multivariate Mixed Linear Models with Unequal Replications (Q5201478) (← links)
• Stein–Haff identity for the exponential family (Q5218370) (← links)
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution (Q5929502) (← links)
• Distribution of the product of a Wishart matrix and a normal vector (Q6040492) (← links)
• On the expectations of equivariant matrix-valued functions of Wishart and inverse Wishart matrices (Q6536929) (← links)
• Tail mean-variance portfolio selection with estimation risk (Q6543158) (← links)