Pages that link to "Item:Q1659485"

The following pages link to Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485):

Displayed 6 items.

• Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) ‎ (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) ‎ (← links)
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) ‎ (← links)
• (Q5011447) ‎ (← links)
• Irrational Exuberance: Correcting Bias in Probability Estimates (Q5881099) ‎ (← links)
• Linear shrinkage estimation of high-dimensional means (Q6169356) ‎ (← links)