Pages that link to "Item:Q282890"

The following pages link to A note on covariance estimation in the unbiased estimator of risk framework (Q282890):

Displaying 3 items.

• On the maximum likelihood estimation of a covariance matrix (Q722606) (← links)
• Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
• On Parameter Estimation for High Dimensional Errors-in-Variables Models (Q5141233) (← links)