Pages that link to "Item:Q276961"
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The following pages link to Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961):
Displaying 3 items.
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Unified improvements in estimation of a normal covariance matrix in high and low dimensions (Q900805) (← links)
- A test for the global minimum variance portfolio for small sample and singular covariance (Q1622106) (← links)
