Pages that link to "Item:Q645623"

The following pages link to A new estimator of covariance matrix (Q645623):

Displaying 7 items.

• Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
• Further results on estimation of covariance matrix (Q893900) (← links)
• A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678) (← links)
• The structure of autocovariance matrix of discrete time subfractional Brownian motion (Q1720744) (← links)
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
• A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965) (← links)
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077) (← links)