Pages that link to "Item:Q1036786"

The following pages link to Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786):

Displaying 21 items.

• Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
• Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
• Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
• A new estimator of covariance matrix (Q645623) (← links)
• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
• An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
• Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
• A unified approach for covariance matrix estimation under Stein loss (Q2080951) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses (Q2242869) (← links)
• Covariance matrix estimation under data-based loss (Q2244574) (← links)
• A unified approach to estimating a normal mean matrix in high and low dimensions (Q2350068) (← links)
• Wishart exponential families on cones related to tridiagonal matrices (Q2414952) (← links)
• Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050) (← links)
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
• On , where (Q2979054) (← links)
• (Q5011447) (← links)
• Stein–Haff identity for the exponential family (Q5218370) (← links)