Pages that link to "Item:Q3481089"
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The following pages link to Equivariant estimators of the covariance matrix (Q3481089):
Displayed 7 items.
- Estimation of covariance matrices in fixed and mixed effects linear models (Q853952) (← links)
- Double shrinkage estimation of ratio of scale parameters (Q1336547) (← links)
- Estimating the covariance matrix: A new approach (Q1400141) (← links)
- Estimation of a scale parameter in mixture models with unknown location (Q1765765) (← links)
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)
- Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652) (← links)
- Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)