Pages that link to "Item:Q1134473"
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The following pages link to An identity for the Wishart distribution with applications (Q1134473):
Displaying 50 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)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- An asymptotic approximation for EPMC in linear discriminant analysis based on two-step monotone missing samples (Q618149) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111) (← links)
- On estimation of a matrix of normal means with unknown covariance matrix (Q753347) (← links)
- On estimation of discriminant coefficients (Q753349) (← links)
- Empirical Bayes minimax estimators of matrix normal means (Q803683) (← links)
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior (Q887462) (← links)
- Further results on estimation of covariance matrix (Q893900) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- 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)
