Pages that link to "Item:Q1750102"

The following pages link to Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102):

Displaying 24 items.

• Implied basket correlation dynamics (Q308412) (← links)
• The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380) (← links)
• A simulation framework for correlated count data of features subsets in high-throughput sequencing or proteomics experiments (Q521444) (← links)
• An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
• Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
• Estimation of two high-dimensional covariance matrices and the spectrum of their ratio (Q1795566) (← links)
• Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (Q2002709) (← links)
• Weighted covariance matrix estimation (Q2002720) (← links)
• An efficient ensemble Kalman filter implementation via shrinkage covariance matrix estimation: exploiting prior knowledge (Q2027172) (← links)
• Design-free estimation of integrated covariance matrices for high-frequency data (Q2078572) (← links)
• Low-rank multi-parametric covariance identification (Q2114111) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• Analytical nonlinear shrinkage of large-dimensional covariance matrices (Q2215772) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator (Q2222066) (← links)
• Shrinkage estimation of large covariance matrices: keep it simple, statistician? (Q2237812) (← links)
• Unbiased estimator for a covariance matrix in a three-step monotone incomplete sample (Q2272485) (← links)
• High dimensional minimum variance portfolio estimation under statistical factor models (Q2658801) (← links)
• Matrix means and a novel high-dimensional shrinkage phenomenon (Q2676932) (← links)
• Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation (Q2686029) (← links)
• A test for Kronecker product structure covariance matrix (Q2688652) (← links)
• Efficient computation of limit spectra of sample covariance matrices (Q3459159) (← links)
• Random matrix improved covariance estimation for a large class of metrics* (Q5857459) (← links)
• CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)