Pages that link to "Item:Q1140944"

The following pages link to Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity (Q1140944):

Displaying 43 items.

• Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
• Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
• Estimation of the precision matrix of multivariate Pearson type II model (Q745457) (← links)
• On estimation of discriminant coefficients (Q753349) (← links)
• Empirical Bayes minimax estimators of matrix normal means (Q803683) (← links)
• Estimation of the exponential mean time to failure under a weighted balanced loss function (Q949430) (← links)
• Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
• Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← 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)
• Improved estimation of a multinormal precision matrix (Q1093286) (← links)
• An identity for the Wishart distribution with applications (Q1134473) (← links)
• A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix (Q1209695) (← links)
• Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666) (← links)
• An identity for the noncentral Wishart distribution with application (Q1323145) (← links)
• Improving parameter tests in covariance structure analysis (Q1389396) (← links)
• Minimax hierarchical empirical Bayes estimation in multivariate regression (Q1599240) (← links)
• Bootstrap -- an exploration (Q1731214) (← links)
• A further note on some Wishart expectations (Q1813116) (← links)
• Improved estimation of a patterned covariance matrix (Q1822867) (← links)
• Minimax estimators in the normal MANOVA model (Q1824965) (← links)
• Covariance pooling and stabilization for classification (Q1896051) (← links)
• Estimation of scale parameter under entropy loss function (Q1918222) (← links)
• Structural shrinkage of nonparametric spectral estimators for multivariate time series (Q1951770) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• A risk perspective of estimating portfolio weights of the global minimum-variance portfolio (Q2176327) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← 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)
• Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
• Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
• Covariance-Regularized Regression and Classification for high Dimensional Problems (Q2920259) (← links)
• Compromise between generalized bayes and bayes estimators of poisson means under entropy loss (Q3135277) (← links)
• A comparison of several biased estimators for improving the expected error rate of the sample quadratic discriminant function (Q3350531) (← links)
• On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion (Q3766659) (← links)
• Further identities for the Wishart distribution with applications in regression (Q3959974) (← links)
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
• Estimation of a covariance matrix in multivariate skew-normal distribution (Q5077364) (← links)
• Mixtures of traces of Wishart and inverse Wishart matrices (Q5079120) (← links)
• Multivariate elliptically contoured autoregressive process (Q5148633) (← links)
• On Inverted Matrix Variate Gamma Distribution (Q5299058) (← links)
• Truncated Estimators for a Precision Matrix (Q6497053) (← links)