Pages that link to "Item:Q4632614"

The following pages link to A Hierarchical Eigenmodel for Pooled Covariance Estimation (Q4632614):

Displaying 13 items.

• A note on covariance estimation in the unbiased estimator of risk framework (Q282890) (← links)
• A multiple testing approach to the regularisation of large sample correlation matrices (Q1739875) (← links)
• A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
• Bayesian estimation of constrained mean-covariance of normal distributions (Q2112272) (← links)
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors (Q2215742) (← links)
• Exponential-family models of random graphs: inference in finite, super and infinite population scenarios (Q2225321) (← links)
• Principal regression for high dimensional covariance matrices (Q2233571) (← links)
• Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models (Q2273159) (← links)
• Compressed covariance estimation with automated dimension learning (Q2300095) (← links)
• Component Elimination Strategies to Fit Mixtures of Multiple Scale Distributions (Q3305490) (← links)
• Reducing subspace models for large‐scale covariance regression (Q6055710) (← links)
• Semiparametric partial common principal component analysis for covariance matrices (Q6079248) (← links)
• Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates (Q6168913) (← links)