Pages that link to "Item:Q4695798"
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The following pages link to Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798):
Displaying 12 items.
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribu\-tion (Q707391) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Estimation of the precision matrix of multivariate Pearson type II model (Q745457) (← links)
- Estimation of the precision matrix of multivariate Kotz type model (Q1002355) (← links)
- Improved estimation of a covariance matrix in an elliptically contoured matrix distribution (Q1421865) (← links)
- Quadratic shrinkage for large covariance matrices (Q2137029) (← links)
- Optimal shrinkage of eigenvalues in the spiked covariance model (Q2413608) (← links)
- Bayesian estimation of a bounded precision matrix (Q2443264) (← links)
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627) (← links)
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
- Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353) (← links)
