Pages that link to "Item:Q406528"
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The following pages link to Estimating high dimensional covariance matrices: a new look at the Gaussian conjugate framework (Q406528):
Displayed 4 items.
- Updating of the Gaussian graphical model through targeted penalized estimation (Q108069) (← links)
- Improved shrinkage estimator of large-dimensional covariance matrix under the complex Gaussian distribution (Q782294) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Is future climate predictable with statistics? (Q4606430) (← links)