The following pages link to (Q3723503):
Displayed 40 items.
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Minimax estimation for mixtures of Wishart distributions (Q450011) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems (Q733253) (← links)
- The spectral condition number plot for regularization parameter evaluation (Q782639) (← links)
- An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703) (← links)
- Flexible covariance estimation in graphical Gaussian models (Q1000308) (← links)
- Improved estimation of the covariance matrix under Stein's loss (Q1009700) (← links)
- Perturbation LDA: Learning the difference between the class empirical mean and its expectation (Q1010082) (← links)
- Trimmed minimax estimator of a covariance matrix (Q1074983) (← links)
- Risk behavior of variance estimators in multivariate normal distribution (Q1186044) (← links)
- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss (Q1186778) (← links)
- Minimax estimators of a covariance matrix (Q1201125) (← links)
- Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666) (← links)
- On a conjecture of Krishnamoorthy and Gupta (Q1365553) (← links)
- Empirical Bayesian estimation of normal variances and covariances (Q1414602) (← links)
- Bayesian analysis of vector-autoregressive models with noninformative priors. (Q1427516) (← links)
- Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
- Robust estimation of precision matrices under cellwise contamination (Q1660231) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- A class of shrinkage priors for the dependence structure in longitudinal data (Q1888833) (← links)
- Sparse permutation invariant covariance estimation (Q1951760) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Network exploration via the adaptive LASSO and SCAD penalties (Q2270657) (← links)
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627) (← links)
- Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses (Q2491858) (← links)
- On improved estimation of normal precision matrix and discriminant coefficients (Q2499072) (← links)
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798) (← links)
- Some Statistical Problems with High Dimensional Financial data (Q5227362) (← links)
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283) (← links)
- Distribution-invariant differential privacy (Q6108260) (← links)