Pages that link to "Item:Q1134473"
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The following pages link to An identity for the Wishart distribution with applications (Q1134473):
Displayed 50 items.
- Testing on the common mean of several normal distributions (Q961115) (← links)
- Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution (Q968500) (← links)
- Estimation of the precision matrix of multivariate Kotz type model (Q1002355) (← links)
- An identity for multivariate elliptically contoured matrix distribution (Q1021772) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Trimmed minimax estimator of a covariance matrix (Q1074983) (← links)
- On estimating a common multivariate normal mean vector (Q1082012) (← links)
- Improved estimation of a covariance matrix under quadratic loss (Q1117642) (← links)
- On robust estimation of the common scale parameter of several Pareto distributions (Q1129440) (← links)
- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss (Q1186778) (← links)
- Generalized Bayes estimators of a normal discriminant function (Q1186781) (← links)
- A note on the trace of a normal dispersion matrix (Q1195582) (← links)
- Estimation of a common multivariate normal mean vector (Q1206626) (← links)
- A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution (Q1207622) (← links)
- Estimation of a common mean of several univariate inverse Gaussian populations (Q1207636) (← links)
- A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix (Q1209695) (← links)
- An identity for the noncentral Wishart distribution with application (Q1323145) (← links)
- Unbiased equivariant estimation of a common normal mean vector with one observation from each population (Q1324586) (← links)
- On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865) (← links)
- Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- A further note on some Wishart expectations (Q1813116) (← links)
- Minimax estimators in the normal MANOVA model (Q1824965) (← links)
- On estimation in multivariate linear calibration with elliptical errors (Q1881410) (← links)
- Estimation of scale matrix of elliptically contoured matrix distributions (Q1903176) (← links)
- Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
- Asymptotic expansion for distribution of the trace of a covariance matrix under a two-step monotone incomplete sample (Q2015067) (← links)
- On Charles Stein's contributions to (in)admissibility (Q2054464) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
- 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)