Pages that link to "Item:Q1131804"
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The following pages link to Minimax estimation of a normal mean vector when the covariance matrix is unknown (Q1131804):
Displayed 8 items.
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Improved estimators for the GMANOVA problem with application to Monte Carlo simulation (Q805111) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix (Q2277697) (← links)
- Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression (Q3316397) (← links)
- Minimax estimation of independent normal means under a quadratic loss function with unknown weights (Q3768152) (← links)
- Shrinkage estimation of contemporaneous outliers in concurrent time serie (Q4337284) (← links)
- Shrinkage estimation in time series using a bootstrapped covariance estimate (Q4352566) (← links)