Pages that link to "Item:Q4857113"
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The following pages link to UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX (Q4857113):
Displayed 14 items.
- Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270) (← links)
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851) (← links)
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786) (← links)
- Improved loss estimation for a normal mean matrix (Q1755127) (← links)
- Minimax multivariate empirical Bayes estimators under multicollinearity (Q1776877) (← links)
- A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
- Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734) (← links)
- Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195) (← links)
- On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (Q4454283) (← links)
- Stein–Haff identity for the exponential family (Q5218370) (← links)
- Shrinkage estimation towards a closed convex set with a smooth boundary (Q5926424) (← links)
